Attracting edge and strongly edge reinforced walks
Limic, Vlada ; Tarrès, Pierre
Ann. Probab., Tome 35 (2007) no. 1, p. 1783-1806 / Harvested from Project Euclid
The goal is to show that an edge-reinforced random walk on a graph of bounded degree, with reinforcement weight function W taken from a general class of reciprocally summable reinforcement weight functions, traverses a random attracting edge at all large times. ¶ The statement of the main theorem is very close to settling a conjecture of Sellke [Technical Report 94-26 (1994) Purdue Univ.]. An important corollary of this main result says that if W is reciprocally summable and nondecreasing, the attracting edge exists on any graph of bounded degree, with probability 1. Another corollary is the main theorem of Limic [Ann. Probab. 31 (2003) 1615–1654], where the class of weights was restricted to reciprocally summable powers. ¶ The proof uses martingale and other techniques developed by the authors in separate studies of edge- and vertex-reinforced walks [Ann. Probab. 31 (2003) 1615–1654, Ann. Probab. 32 (2004) 2650–2701] and of nonconvergence properties of stochastic algorithms toward unstable equilibrium points of the associated deterministic dynamics [C. R. Acad. Sci. Sér. I Math. 330 (2000) 125–130].
Publié le : 2007-09-14
Classification:  Reinforced walk,  martingale,  attracting edge,  60G50,  60J10,  60K35
@article{1189000928,
     author = {Limic, Vlada and Tarr\`es, Pierre},
     title = {Attracting edge and strongly edge reinforced walks},
     journal = {Ann. Probab.},
     volume = {35},
     number = {1},
     year = {2007},
     pages = { 1783-1806},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1189000928}
}
Limic, Vlada; Tarrès, Pierre. Attracting edge and strongly edge reinforced walks. Ann. Probab., Tome 35 (2007) no. 1, pp.  1783-1806. http://gdmltest.u-ga.fr/item/1189000928/