Random walks with occasionally modified transition probabilities

MaRDI QIDQ1928877zbMATH OpenFDO

Authors Olivier Raimond, Bruno Schapira

Publication date 4 January 2013

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0911.3886, https://projecteuclid.org/euclid.ijm/1348505527

zbMATH Keywords

perturbed random walkrecurrencetransience

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We study recurrence properties and the validity of the (weak) law of large numbers for (discrete time) processes which, in the simplest case, are obtained from simple symmetric random walk on $$ by modifying the distribution of a step from a fresh point. If the process is denoted as ${S_n}_{nge0}$, then the conditional distribution of $S_{n+1}-S_n$ given the past through time $n$ is the distribution of a simple random walk step, provided $S_n$ is at a point which has been visited already at least once during $[0,n-1]$. Thus in this case $P{S}_{n+1}-S_n=pm1|S_{e}ll,elllen=1/2$. We denote this distribution by $P_1$. However, if $S_n$ is at a point which has not been visited before time $n$, then we take for the conditional distribution of $S_{n+1}-S_n$, given the past, some other distribution $P_2$. We want to decide in specific cases whether $S_n$ returns infinitely often to the origin and whether $(1/n)S_{n}o0$ in probability. Generalizations or variants of the $P_i$ and the rules for switching between the $P_i$ are also considered.

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Cited in

(10)

• Occupation measure for random walk on the circle
• Excited Brownian motions as limits of excited random walks
• Conservative random walk
• Multiplicative Approximations of Random Walk Transition Probabilities
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• Repeated bond traversal probabilities for the simple random walk
• A balanced excited random walk
• Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
• The \(T,T^{-1}\)-process, finitary codings and weak Bernoulli
• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain

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