The Annals of Probability

Vertex-reinforced random walk on ℤ eventually gets stuck on five points

Pierre Tarrès
Source: Ann. Probab. Volume 32, Number 3B (2004), 2650-2701.

Abstract

Vertex-reinforced random walk (VRRW), defined by Pemantle in 1988, is a random process that takes values in the vertex set of a graph G, which is more likely to visit vertices it has visited before. Pemantle and Volkov considered the case when the underlying graph is the one-dimensional integer lattice ℤ. They proved that the range is almost surely finite and that with positive probability the range contains exactly five points. They conjectured that this second event holds with probability 1. The proof of this conjecture is the main purpose of this paper.

First Page: Show Hide
Primary Subjects: 60G17
Secondary Subjects: 34F05, 60J20
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1091813627
Digital Object Identifier: doi:10.1214/009117907000000694
Zentralblatt MATH identifier: 02121710
Mathematical Reviews number (MathSciNet): MR2078554

References

Benaïm, M. (1997). Vertex-reinforced random walks and a conjecture of Pemantle. Ann. Probab. 25 361--392.
Mathematical Reviews (MathSciNet): MR1428513
Digital Object Identifier: doi:10.1214/aop/1024404292
Project Euclid: euclid.aop/1024404292
Zentralblatt MATH: 0873.60044
Benaïm, M. (1999). Dynamics of stochastic approximation algorithms. Séminaire de Probabilités XXXIII. Lecture Notes in Math. 1709 1--68. Springer, Berlin.
Mathematical Reviews (MathSciNet): MR1767993
Bienvenüe, A. (1999). Contribution à l'étude des marches aléatoires avec mémoire. Ph.D. dissertation, Univ. Claude Bernard Lyon 1.
Coppersmith, D. and Diaconis, P. (1986). Random walks with reinforcement. Unpublished manuscript.
Feller, W. (1957, 1968). An Introduction to Probability Theory and Its Applications 1, 2. Wiley, New York.
Neveu, J. (1975). Discrete Parameter Martingales. North-Holland, Amsterdam.
Mathematical Reviews (MathSciNet): MR402915
Zentralblatt MATH: 0345.60026
Pemantle, R. (1988). Random processes with reinforcement. Ph.D. dissertation, Massachussets Institute of Technology.
Pemantle, R. (1992). Vertex-reinforced random walk. Probab. Theory Related Fields 92 117--136.
Mathematical Reviews (MathSciNet): MR1156453
Digital Object Identifier: doi:10.1007/BF01205239
Zentralblatt MATH: 0741.60029
Pemantle, R. and Volkov, S. (1999). Vertex-reinforced random walk on $\Z$ has finite range. Ann. Probab. 27 1368--1388.
Mathematical Reviews (MathSciNet): MR1733153
Digital Object Identifier: doi:10.1214/aop/1022677452
Project Euclid: euclid.aop/1022677452
Zentralblatt MATH: 0960.60041
Sellke, T. (1994). Reinforced random walk on the $d$-dimensionnal integer lattice. Technical Report 94-26, Dept. Statistics, Purdue Univ.
Tarrès, P. (2000). Pièges répulsifs. C. R. Acad. Sci. Paris Sér. I Math. 330 125--130.
Mathematical Reviews (MathSciNet): MR1745175
Digital Object Identifier: doi:10.1016/S0764-4442(00)00139-7
Tarrès, P. (2001). Pièges des algorithmes stochastiques et marches aléatoires renforcées par sommets. Ph.D. dissertation, École Normale Supérieure de Cachan. Available at www.lsp.ups-tlse.fr/Fp/Tarres/.
Volkov, S. (2001). Vertex-reinforced random walk on arbitrary graphs. Ann. Probab. 29 66--91.
Mathematical Reviews (MathSciNet): MR1825142
Digital Object Identifier: doi:10.1214/aop/1008956322
Project Euclid: euclid.aop/1008956322
Zentralblatt MATH: 1031.60089

2012 © Institute of Mathematical Statistics

The Annals of Probability

The Annals of Probability