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Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model

Christophe Sabot, Pierre Tarrès (2015)

Journal of the European Mathematical Society

Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986 [8], is a random process which takes values in the vertex set of a graph G and is more likely to cross edges it has visited before. We show that it can be represented in terms of a vertex-reinforced jump process (VRJP) with independent gamma conductances; the VRJP was conceived by Werner and first studied by Davis and Volkov [10, 11], and is a continuous-time process favouring sites with more local time. We calculate,...

Einstein relation for biased random walk on Galton–Watson trees

Gerard Ben Arous, Yueyun Hu, Stefano Olla, Ofer Zeitouni (2013)

Annales de l'I.H.P. Probabilités et statistiques

We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton–Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrarily slow traps.

Excited against the tide: a random walk with competing drifts

Mark Holmes (2012)

Annales de l'I.H.P. Probabilités et statistiques

We study excited random walks in i.i.d. random cookie environments in high dimensions, where the k th cookie at a site determines the transition probabilities (to the left and right) for the k th departure from that site. We show that in high dimensions, when the expected right drift of the first cookie is sufficiently large, the velocity is strictly positive, regardless of the strengths and signs of subsequent cookies. Under additional conditions on the cookie environment, we show that the limiting...

Excited random walk.

Benjamini, Itai, Wilson, David B. (2003)

Electronic Communications in Probability [electronic only]

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