Central Limit Theorem for Excited Random Walk in the Recurrent Regime

نویسنده

  • Dmitry Dolgopyat
چکیده

Let Y = Z× (Z/LZ), where L > 1 is an integer, G = {−e1, e1,−e2, e2} where ej are coordinate vectors. We denote the coordinates of points y ∈ Y by (x(y), s(y)). Consider a cookie environment on Y, that is, for each y ∈ Y, j ∈ N, there is a probability distribution ω(y, j, e) on G. Consider an excited random walk Yn = (Xn, Sn) that is P(Yn+1 − Yn = e|Y1, . . . , Yn) = ω(Yn, ln, e) where ln is the number of visits to Yn by time n. (We denote by P and E the quenched probability and expectation with fixed ω and by P and E the annealed probability and expectation.) Yn is called (multi-)excited random walk (ERW). We make the following assumptions: (A) δ(y, j) := ω(y, j, e1)− ω(y, j,−e1) ≥ 0, (B) There exists κ > 0 such that ω(y, j, e) ≥ κ, (C) ω is stationary with respect to G-shifts and ergodic. (D) Let δ(y) = ∑∞ j=1 δ(y, j) then

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Central Limit Theorem in Multitype Branching Random Walk

A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.

متن کامل

Central Limit Theorem for the Excited Random Walk in Dimension

We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension d ≥ 2.

متن کامل

A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS

A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...

متن کامل

Approximating the Random Walk Using the Central Limit Theorem

This paper will define the random walk on an integer lattice and will approximate the probability that the random walk is at a certain point after a certain number of steps by using a modified version of the Central Limit Theorem. To accomplish this, we will define the characteristic function of the random walk, find the Taylor expansion of this function, and bound the difference between this f...

متن کامل

An expansion for self-interacting random walks

We derive a perturbation expansion for general interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the true (weakly) self-avoiding walk and loop-erased random walk. We use the expansion to prove a law of large numbers and central limit theorem for two models: (i) ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011