Involve: A Journal of Mathematics
- Volume 12, Number 1 (2019), 97-115.
Upper and lower bounds on the speed of a one-dimensional excited random walk
An excited random walk (ERW) is a self-interacting non-Markovian random walk in which the future behavior of the walk is influenced by the number of times the walk has previously visited its current site. We study the speed of the walk, defined as , where is the state of the walk at time . While results exist that indicate when the speed is nonzero, there exists no explicit formula for the speed. It is difficult to solve for the speed directly due to complex dependencies in the walk since the next step of the walker depends on how many times the walker has reached the current site. We derive the first nontrivial upper and lower bounds for the speed of the walk. In certain cases these upper and lower bounds are remarkably close together.
Involve, Volume 12, Number 1 (2019), 97-115.
Received: 10 July 2017
Revised: 9 November 2017
Accepted: 10 December 2017
First available in Project Euclid: 26 October 2018
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]
Secondary: 60G50: Sums of independent random variables; random walks
Madden, Erin; Kidd, Brian; Levin, Owen; Peterson, Jonathon; Smith, Jacob; Stangl, Kevin M. Upper and lower bounds on the speed of a one-dimensional excited random walk. Involve 12 (2019), no. 1, 97--115. doi:10.2140/involve.2019.12.97. https://projecteuclid.org/euclid.involve/1540519237