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Reinforced random walk
Authors:Davis  Burgess
Affiliation:(1) Department of Statistics, Purdue University, 47907 West Lafayette, IN, USA
Abstract:Summary Letai,igE1, be a sequence of nonnegative numbers. Difine a nearest neighbor random motion
$$overrightarrow X $$
=X0,X1, ... on the integers as follows. Initially the weight of each interval (i, i+1), i an integer, equals 1. If at timen an interval (i, i+1) has been crossed exactlyk times by the motion, its weight is
$$1 + sumlimits_{j = 1}^k {a_j } $$
. Given (X0,X1, ...,Xn)=(i0, i1, ..., in), the probability thatXn+1 isin–1 orin+1 is proportional to the weights at timen of the intervals (in–1,in) and (in,iin+1). We prove that
$$overrightarrow X $$
either visits all integers infinitely often a.s. or visits a finite number of integers, eventually oscillating between two adjacent integers, a.s., and that
$$mathop {lim }limits_{n to infty } $$
Xn/n=0 a.s. For much more general reinforcement schemes we proveP (
$$overrightarrow X $$
visits all integers infinitely often)+P (
$$overrightarrow X $$
has finite range)=1.Supported by a National Science Foundation Grant
Keywords:
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