How edge-reinforced random walk arises naturally

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Abstract

We give a characterization of a modified edge-reinforced random walk in terms of certain partially exchangeable sequences. In particular, we obtain a characterization of an edge-reinforced random walk (introduced by Coppersmith and Diaconis) on a 2-edge-connected graph. Modifying the notion of partial exchangeability introduced by Diaconis and Freedman in [3], we characterize unique mixtures of reversible Markov chains under a recurrence assumption.

Original languageEnglish
Pages (from-to)243-260
Number of pages18
JournalProbability Theory and Related Fields
Volume126
Issue number2
DOIs
StatePublished - Jun 2003
Externally publishedYes

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