The Annals of Probability

Generalized Ray-Knight theory and limit theorems for self-interacting random walks on $\mathbb{Z}^1$

Bálint Tóth

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Abstract

We consider non-Markovian, self-interacting random walks (SIRW) on the one-dimensional integer lattice. The walk starts from the origin and at each step jumps to a neighboring site. The probability of jumping along a bond is proportional to w (number of previous jumps along that lattice bond), where $w: \mathbb{N} \to \math{R}_+$ is a monotone weight function. Exponential and subexponential weight functions were considered in earlier papers. In the present paper we consider weight functions w with polynomial asymptotics. These weight functions define variants of the "reinforced random walk." We prove functional limit theorems for the local time processes of these random walks and local limit theorems for the position of the random walker at late times. A generalization of the Ray-Knight theory of local time arises.

Article information

Source
Ann. Probab., Volume 24, Number 3 (1996), 1324-1367.

Dates
First available in Project Euclid: 9 October 2003

Permanent link to this document
https://projecteuclid.org/euclid.aop/1065725184

Digital Object Identifier
doi:10.1214/aop/1065725184

Mathematical Reviews number (MathSciNet)
MR1411497

Zentralblatt MATH identifier
0863.60020

Subjects
Primary: 60F05: Central limit and other weak theorems 60J15 60J55: Local time and additive functionals 60E99: None of the above, but in this section 82C41: Dynamics of random walks, random surfaces, lattice animals, etc. [See also 60G50]

Keywords
Self-interacting random walks local time limit theorems conjugate diffusions

Citation

Tóth, Bálint. Generalized Ray-Knight theory and limit theorems for self-interacting random walks on $\mathbb{Z}^1$. Ann. Probab. 24 (1996), no. 3, 1324--1367. doi:10.1214/aop/1065725184. https://projecteuclid.org/euclid.aop/1065725184


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