Attraction time for strongly reinforced walks

Citation
Cotar, Codina et Limic, Vlada, Attraction time for strongly reinforced walks, Annals of applied probability , 19(5), 2009, pp. 1972-2007
ISSN journal
10505164
Volume
19
Issue
5
Year of publication
2009
Pages
1972 - 2007
Database
ACNP
SICI code
Abstract
We consider a class of strongly edge-reinforced random walks, where the corresponding reinforcement weight function is nondecreasing. It is known, from Limic and Tarrès [Ann. Probab. (2007), to appear], that the attracting edge emerges with probability 1 whenever the underlying graph is locally bounded. We study the asymptotic behavior of the tail distribution of the (random) time of attraction. In particular, we obtain exact (up to a multiplicative constant) asymptotics if the underlying graph has two edges. Next, we show some extensions in the setting of finite graphs, and infinite graphs with bounded degree. As a corollary, we obtain the fact that if the reinforcement weight has the form w(k)=k., .>1, then (universally over finite graphs) the expected time to attraction is infinite if and only if ..1+1+.52.