Asymptotic behavior of edge-reinforced random walks

Franz Merkl, Silke W.W. Rolles

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given by random weights on the edges. The edge weights decay exponentially in space. The process converges to a stationary process. We provide asymptotic bounds for the range of the random walker up to a given time, showing that it localizes much more than an ordinary random walker. The random environment is described in terms of an infinite-volume Gibbs measure.

Original languageEnglish
Pages (from-to)115-140
Number of pages26
JournalAnnals of Probability
Volume35
Issue number1
DOIs
StatePublished - 2007

Keywords

  • Convergence to equilibrium
  • Gibbs measure
  • Random environment
  • Reinforced random walk

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