PHASE-TRANSITION AND LAW OF LARGE NUMBERS FOR A NONSYMMETRICAL ONE-DIMENSIONAL RANDOM-WALK WITH SELF-INTERACTIONS

Authors
Citation
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
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00219002
Volume
35
Issue
1
Year of publication
1998
Pages
55 - 63
Database
ISI
SICI code
0021-9002(1998)35:1<55:PALOLN>2.0.ZU;2-B
Abstract
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.