Transience/recurrence and the speed of a one-dimensional random walk in a “have your cookie and eat it” environment

Ross G. Pinsky

Annales de l'I.H.P. Probabilités et statistiques (2010)

  • Volume: 46, Issue: 4, page 949-964
  • ISSN: 0246-0203

Abstract

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Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x)∈[½, 1), until the first time the process jumps to the left from site x, from which time onward the probability of jumping to the right is ½. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments {ω(x)}x∈Z. In deterministic environments, we also study the speed of the process.

How to cite

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Pinsky, Ross G.. "Transience/recurrence and the speed of a one-dimensional random walk in a “have your cookie and eat it” environment." Annales de l'I.H.P. Probabilités et statistiques 46.4 (2010): 949-964. <http://eudml.org/doc/240155>.

@article{Pinsky2010,
abstract = {Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x)∈[½, 1), until the first time the process jumps to the left from site x, from which time onward the probability of jumping to the right is ½. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments \{ω(x)\}x∈Z. In deterministic environments, we also study the speed of the process.},
author = {Pinsky, Ross G.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {excited random walk; cookies; transience; recurrence; ballistic},
language = {eng},
number = {4},
pages = {949-964},
publisher = {Gauthier-Villars},
title = {Transience/recurrence and the speed of a one-dimensional random walk in a “have your cookie and eat it” environment},
url = {http://eudml.org/doc/240155},
volume = {46},
year = {2010},
}

TY - JOUR
AU - Pinsky, Ross G.
TI - Transience/recurrence and the speed of a one-dimensional random walk in a “have your cookie and eat it” environment
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2010
PB - Gauthier-Villars
VL - 46
IS - 4
SP - 949
EP - 964
AB - Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x)∈[½, 1), until the first time the process jumps to the left from site x, from which time onward the probability of jumping to the right is ½. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments {ω(x)}x∈Z. In deterministic environments, we also study the speed of the process.
LA - eng
KW - excited random walk; cookies; transience; recurrence; ballistic
UR - http://eudml.org/doc/240155
ER -

References

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  1. [1] A. Basdevant and A. Singh. On the speed of a cookie random walk. Probab. Theory Related Fields 141 (2008) 625–645. Zbl1141.60383MR2391167
  2. [2] I. Benjamini and D. Wilson. Excited random walk. Electron. Comm. Probab. 8 (2003) 86–92. Zbl1060.60043MR1987097
  3. [3] B. Davis. Brownian motion and random walk perturbed at extrema. Probab. Theory Related Fields 113 (1999) 501–518. Zbl0930.60041MR1717528
  4. [4] R. Durrett. Probability: Theory and Examples, 3rd edition. Brooks/Cole-Thomson Learning, Belmont, CA, 2005. Zbl0709.60002MR1068527
  5. [5] E. Kosygina and M. Zerner. Positively and negatively excited random walks on intergers, with branching processes. Electron. J. Probab. 13 (2008) 1952–1979. Zbl1191.60113MR2453552
  6. [6] M. Zerner. Multi-excited random walks on integers. Probab. Theory Related Fields 133 (2005) 98–122. Zbl1076.60088MR2197139

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