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2011 Correlation Inequalities for Edge-Reinforced Random Walk
Franz Merkl, Silke Rolles
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Electron. Commun. Probab. 16: 753-763 (2011). DOI: 10.1214/ECP.v16-1683

Abstract

We prove correlation inequalities for linearly edge-reinforced random walk. These correlation inequalities concern the first entry tree, i.e. the tree of edges used to enter any vertex for the first time. They also involve the asymptotic fraction of time spent on particular edges. Basic ingredients are known FKG-type inequalities and known negative associations for determinantal processes.

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Franz Merkl. Silke Rolles. "Correlation Inequalities for Edge-Reinforced Random Walk." Electron. Commun. Probab. 16 753 - 763, 2011. https://doi.org/10.1214/ECP.v16-1683

Information

Accepted: 23 November 2011; Published: 2011
First available in Project Euclid: 7 June 2016

zbMATH: 1243.60018
MathSciNet: MR2861439
Digital Object Identifier: 10.1214/ECP.v16-1683

Subjects:
Primary: 60E15
Secondary: 60K35, 82B41

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