Open Access
February 2016 Zero–one law for directional transience of one dimensional excited random walks
Gideon Amir, Noam Berger, Tal Orenshtein
Ann. Inst. H. Poincaré Probab. Statist. 52(1): 47-57 (February 2016). DOI: 10.1214/14-AIHP615

Abstract

The probability that a one dimensional excited random walk in stationary ergodic and elliptic cookie environment is transient to the right (left) is either zero or one. This solves a problem posed by Kosygina and Zerner (Bull. Inst. Math. Acad. Sin. (N.S.) 8 (2013) 105–157). As an application, a law of large numbers holds in these conditions.

La probabilité qu’une marche aléatoire unidimensionnelle excitée dans un environnement ergodique et elliptique soit transiente à gauche (à droite) est soit nulle soit un. Ceci résout un problème posé par Kosygina et Zerner (Bull. Inst. Math. Acad. Sin. (N.S.) 8 (2013) 105–157). Comme application, une loi des grands nombres est démontrée sous ces conditions.

Citation

Download Citation

Gideon Amir. Noam Berger. Tal Orenshtein. "Zero–one law for directional transience of one dimensional excited random walks." Ann. Inst. H. Poincaré Probab. Statist. 52 (1) 47 - 57, February 2016. https://doi.org/10.1214/14-AIHP615

Information

Received: 23 May 2013; Revised: 20 February 2014; Accepted: 17 March 2014; Published: February 2016
First available in Project Euclid: 6 January 2016

zbMATH: 1196.60087
MathSciNet: MR3449293
Digital Object Identifier: 10.1214/14-AIHP615

Subjects:
Primary: 60K35 , 60K37

Keywords: Cookie walk , Directional transience , excited random walk , Law of Large Numbers , limit theorem , random environment , recurrence , Zero–one law

Rights: Copyright © 2016 Institut Henri Poincaré

Vol.52 • No. 1 • February 2016
Back to Top