On recurrence and transience of self-interacting random walks |
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Authors: | Yuval Peres Serguei Popov Perla Sousi |
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Institution: | 1. Microsoft Research Redmond, Washington, USA 2. University of Campinas, Campinas, SP, Brazil 3. University of Cambridge, Cambridge, UK
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Abstract: | Let µ1,...,µ k be d-dimensional probabilitymeasures in ? d with mean 0. At each time we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience of such processes and also construct examples of recurrent processes of this type. In particular, in dimension 3 we give the complete picture: every walk generated by two measures is transient and there exists a recurrent walk generated by three measures. |
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