On self-attracting $d$-dimensional random walks
Bolthausen, Erwin ; Schmock, Uwe
Ann. Probab., Tome 25 (1997) no. 4, p. 531-572 / Harvested from Project Euclid
Let $\{X_t\}_{t \geq 0}$ be a symmetric, nearest-neighbor random walk on $\mathbb{Z}^d$ with exponential holding times of expectation $1/d$, starting at the origin. For a potential $V: \mathbb{Z}^d \to [0, \infty)$ with finite and nonempty support, define transformed path measures by $d \hat{\mathbb{P}}_T \equiv \exp (T^{-1} \int_0^T \int_0^T V(X_s - X_t) ds dt) d \mathbb{P}/Z_T$ for $T > 0$, where $Z_T$ is the normalizing constant. If $d = 1$ or if the self-attraction is sufficiently strong, then $||X_t||_{\infty}$ has an exponential moment under $\mathbb{P}_T$ which is uniformly bounded for $T > 0$ and $t \in [0, T]$. We also prove that ${X_t}_{t \geq 0}$ under suitable subsequences of ${\hat{\mathbb{P}}_T}_{T > 0}$ behaves for large $T$ asymptotically like a mixture of space-inhomogeneous ergodic random walks. For special cases like a sufficiently strong Dirac-type interaction, we even prove convergence of the transformed path measures and the law of $X_T$ as well as of the law of the empirical measure $L_T$ under ${\hat{\mathbb{P}}_T}_{T > 0}$.
Publié le : 1997-04-14
Classification:  $d$-dimensional random walk,  attractive interaction,  large deviations,  weak convergence,  maximum entropy principle,  Dirac-type interaction,  60F05,  60F10,  60K35
@article{1024404411,
     author = {Bolthausen, Erwin and Schmock, Uwe},
     title = {On self-attracting $d$-dimensional random walks},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 531-572},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404411}
}
Bolthausen, Erwin; Schmock, Uwe. On self-attracting $d$-dimensional random walks. Ann. Probab., Tome 25 (1997) no. 4, pp.  531-572. http://gdmltest.u-ga.fr/item/1024404411/