The Annals of Probability

Vertex-reinforced random walks and a conjecture of Pemantle

Michel Benaïm

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Abstract

We discuss and disprove a conjecture of Pemantle concerning vertex-reinforced random walks.

The setting is a general theory of non-Markovian discrete-time random 4 processes on a finite space $E = {1, \dots, d}$, for which the transition probabilities at each step are influenced by the proportion of times each state has been visited. It is shown that, under mild conditions, the asymptotic behavior of the empirical occupation measure of the process is precisely related to the asymptotic behavior of some deterministic dynamical system induced by a vector field on the $d - 1$ unit simplex. In particular, any minimal attractor of this vector field has a positive probability to be the limit set of the sequence of empirical occupation measures. These properties are used to disprove a conjecture and to extend some results due to Pemantle. Some applications to edge-reinforced random walks are also considered.

Article information

Source
Ann. Probab., Volume 25, Number 1 (1997), 361-392.

Dates
First available in Project Euclid: 18 June 2002

Permanent link to this document
https://projecteuclid.org/euclid.aop/1024404292

Digital Object Identifier
doi:10.1214/aop/1024404292

Mathematical Reviews number (MathSciNet)
MR1428513

Zentralblatt MATH identifier
0873.60044

Subjects
Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Secondary: 34F05: Equations and systems with randomness [See also 34K50, 60H10, 93E03] 34C35

Keywords
Reinforced random walks random perturbations of dynamical systems chain recurrence attractors

Citation

Benaïm, Michel. Vertex-reinforced random walks and a conjecture of Pemantle. Ann. Probab. 25 (1997), no. 1, 361--392. doi:10.1214/aop/1024404292. https://projecteuclid.org/euclid.aop/1024404292


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