F. Vermet, PHASE-TRANSITION AND LAW OF LARGE NUMBERS FOR A NONSYMMETRICAL ONE-DIMENSIONAL RANDOM-WALK WITH SELF-INTERACTIONS, Journal of Applied Probability, 35(1), 1998, pp. 55-63
We study a not necessarily symmetric random walk with interactions on
Z, which is an extension of the one-dimensional discrete version of th
e sausage Wiener path measure. We prove the existence of a repulsion/a
ttraction phase transition for the critical value lambda(c) = -mu of t
he repulsion coefficient lambda, where mu is a drift parameter. In the
self-repellent case, we determine the escape speed, as a function of
lambda and mu, and we prove a law of large numbers for the end-point.