Reinforced random walk |
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Authors: | Davis Burgess |
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Affiliation: | (1) Department of Statistics, Purdue University, 47907 West Lafayette, IN, USA |
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Abstract: | Summary Letai,i1, be a sequence of nonnegative numbers. Difine a nearest neighbor random motion=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. 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 either visits all integers infinitely often a.s. or visits a finite number of integers, eventually oscillating between two adjacent integers, a.s., and thatXn/n=0 a.s. For much more general reinforcement schemes we proveP ( visits all integers infinitely often)+P ( has finite range)=1.Supported by a National Science Foundation Grant |
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