Reinforced Brownian motion: a prototype

DOI10.1007/S10955-014-1036-5MaRDI QIDQ743439zbMATH OpenOpenAlexFDO

Authors Jerome K. Percus, Ora E. Percus

Publication date 24 September 2014

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.0301

zbMATH Keywords

reinforced random walkBrownian motion limitwalk on half-line

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65)

Abstract: We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits. The generating function for the discrete case is first derived for the joint probability distribution of $S_N$ (the location of the walker at the $N$^{th}$step)and$A_N$themaximumlocationthewalkerachievedin$N$ steps. Then the bulk of the analysis concerns the statistics of the limiting Brownian walker, and of its "environment", both parametrized by the amplitude of the reinforcement.

Recommendations

• Universality of noise reinforced Brownian motions
• Reinforced random walk
• Reinforced random walks under memory lapses
• Limit distributions of directionally reinforced random walks
• Senile reinforced random walks

Cites work

• A survey of random processes with reinforcement
• Brownian motion and random walk perturbed at extrema
• Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model
• Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
• Localization for linearly edge reinforced random walks
• Once edge-reinforced random walk on a tree
• Phase transition in one-dimensional random walk with partially reflecting boundaries
• Recurrence of reinforced random walk on a ladder
• Reinforced random walk
• The maximum of a symmetric next neighbor walk on the nonnegative integers

Cited in

(4)

• Universality of noise reinforced Brownian motions
• The true reinforced random walk with bias
• Limit distributions of directionally reinforced random walks
• Joint invariance principles for random walks with positively and negatively reinforced steps

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