Linearly edge-reinforced random walks

F. Merkl, S.W.W. Rolles

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

1 Downloads (Pure)

Abstract

We review results on linearly edge-reinforced random walks. On finite graphs, the process has the same distribution as a mixture of reversible Markov chains. This has applications in Bayesian statistics and it has been used in studying the random walk on infinite graphs. On trees, one has a representation as a random walk in an independent random environment. We review recent results for the random walk on ladders: recurrence, a representation as a random walk in a random environment, and estimates for the position of the random walker.
Original languageEnglish
Title of host publicationDynamics and Stochastics : Festschrift in the honor of Michael Keane
EditorsD. Denteneer, F. Hollander, den, E. Verbitskiy
Place of PublicationBeachwoord OH, USA
PublisherInstitute of Mathematical Statistics
Pages66-77
DOIs
Publication statusPublished - 2006

Publication series

NameIMS Lecture Notes-Monograph Series
Volume29

Fingerprint

Dive into the research topics of 'Linearly edge-reinforced random walks'. Together they form a unique fingerprint.

Cite this