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On a general many-dimensional excited random walk

Menshikov, Mikhail; Popov, Serguei; Ramírez, Alejandro F.; Vachkovskaia, Marina

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Authors

Serguei Popov

Alejandro F. Ramírez

Marina Vachkovskaia



Abstract

In this paper we study a substantial generalization of the model of excited random walk introduced in [Electron. Commun. Probab. 8 (2003) 86–92] by Benjamini and Wilson. We consider a discrete-time stochastic process (Xn,n=0,1,2,…) taking values on Zd, d≥2, described as follows: when the particle visits a site for the first time, it has a uniformly-positive drift in a given direction ℓ; when the particle is at a site which was already visited before, it has zero drift. Assuming uniform ellipticity and that the jumps of the process are uniformly bounded, we prove that the process is ballistic in the direction ℓ so that lim infn→∞Xn⋅ℓn>0. A key ingredient in the proof of this result is an estimate on the probability that the process visits less than n1/2+α distinct sites by time n, where α is some positive number depending on the parameters of the model. This approach completely avoids the use of tan points and coupling methods specific to the excited random walk. Furthermore, we apply this technique to prove that the excited random walk in an i.i.d. random environment satisfies a ballistic law of large numbers and a central limit theorem.

Citation

Menshikov, M., Popov, S., Ramírez, A. F., & Vachkovskaia, M. (2012). On a general many-dimensional excited random walk. Annals of Probability, 40(5), 2106-2130. https://doi.org/10.1214/11-aop678

Journal Article Type Article
Publication Date Sep 1, 2012
Deposit Date Oct 18, 2012
Publicly Available Date Jul 29, 2014
Journal Annals of Probability
Print ISSN 0091-1798
Publisher Institute of Mathematical Statistics
Peer Reviewed Peer Reviewed
Volume 40
Issue 5
Pages 2106-2130
DOI https://doi.org/10.1214/11-aop678
Public URL https://durham-repository.worktribe.com/output/1471855

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