Asymptotic behavior of edge-reinforced random walks

F. Merkl, S.W.W. Rolles

Research output: Contribution to journalArticleAcademicpeer-review

8 Citations (Scopus)
105 Downloads (Pure)

Abstract

In this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given by random weights on the edges. The edge weights decay exponentially in space. The process converges to a stationary process. We provide asymptotic bounds for the range of the random walker up to a given time, showing that it localizes much more than an ordinary random walker. The random environment is described in terms of an infinite-volume Gibbs measure.
Original languageEnglish
Pages (from-to)115-140
JournalThe Annals of Probability
Volume35
Issue number1
DOIs
Publication statusPublished - 2007

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