Vertex-reinforced random walk on Z has finite range

Citation
R. Pemantle et S. Volkov, Vertex-reinforced random walk on Z has finite range, ANN PROBAB, 27(3), 1999, pp. 1368-1388
Citations number
21
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
27
Issue
3
Year of publication
1999
Pages
1368 - 1388
Database
ISI
SICI code
0091-1798(199907)27:3<1368:VRWOZH>2.0.ZU;2-3
Abstract
A stochastic process called vertex-reinforced random walk (VRRW) is defined in Pemantle [Ann. Probab. 16 1229-1241]. We consider this process in the c ase where the underlying graph is an infinite chain (i.e., the one-dimensio nal integer lattice). We show that the range is almost surely finite, that at least five points are visited infinitely often almost surely and that wi th positive probability the range contains exactly five points. There are a lways points visited infinitely often but at a set of times of zero density , and we show that the number of visits to such a point to time n may be as ymptotically n(alpha) for a dense set of values alpha is an element of (0, 1). The power law analysis relies on analysis of a related urn model.