GENERALIZED RAY-KNIGHT THEORY AND LIMIT-THEOREMS FOR SELF-INTERACTINGRANDOM-WALKS ON Z

Authors
Citation
B. Toth, GENERALIZED RAY-KNIGHT THEORY AND LIMIT-THEOREMS FOR SELF-INTERACTINGRANDOM-WALKS ON Z, Annals of probability, 24(3), 1996, pp. 1324-1367
Citations number
20
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
24
Issue
3
Year of publication
1996
Pages
1324 - 1367
Database
ISI
SICI code
0091-1798(1996)24:3<1324:GRTALF>2.0.ZU;2-7
Abstract
We consider non-Markovian, self-interacting random walks (SIRW) on the one-dimensional integer lattice. The walk starts from the origin and at each step jumps to a neighboring site. The probability of jumping a long a bond is proportional to w (number of previous jumps along that lattice bond), where w:N --> R(+) is a monotone weight function. Expon ential and subexponential weight functions were considered in earlier papers. In the present paper we consider weight functions w with polyn omial asymptotics. These weight functions define variants of the ''rei nforced random walk.'' We prove functional limit theorems for the loca l time processes of these random walks and local limit theorems for th e position of the random walker at late times. A generalization of the Ray-Knight theory of local time arises.