Random walk on the range of random walk

We study the random walk X on the range of a simple random walk on ℤ d in dimensions d≥4. When d≥5 we establish quenched and annealed scaling limits for the process X, which show that the intersections of the original simple random walk path are essentially unimportant. For d=4 our results are less precise, but we are able to show that any scaling limit for X will require logarithmic corrections to the polynomial scaling factors seen in higher dimensions. Furthermore, we demonstrate that when d=4 similar logarithmic corrections are necessary in describing the asymptotic behavior of the return probability of X to the origin

Random walk versus random line

We consider random walks X_n in Z+, obeying a detailed balance condition, with a weak drift towards the origin when X_n tends to infinity. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional Solid-On-Solid bridge with a corresponding Hamiltonian. Phase diagrams are discussed in terms of recurrence versus wetting. A drift -delta/X_n of the random walk yields a Solid-On-Solid potential with an attractive well at the origin and a repulsive tail delta(delta+2)/(8X_n^2) at infinity, showing complete wetting for delta1.Comment: 11 pages, 1 figur

On the Speed of an Excited Asymmetric Random Walk

An excited random walk is a non-Markovian extension of the simple random walk, in which the walk's behavior at time $n$ is impacted by the path it has taken up to time $n$. The properties of an excited random walk are more difficult to investigate than those of a simple random walk. For example, the limiting speed of an excited random walk is either zero or unknown depending on its initial conditions. While its limiting speed is unknown in most cases, the qualitative behavior of an excited random walk is largely determined by a parameter $\delta$ which can be computed explicitly. Despite this, it is known that the limiting speed cannot be written as a function of $\delta$. We offer a new proof of this fact, and use techniques from this proof to further investigate the relationship between $\delta$ and speed. We also generalize the standard excited random walk by introducing a "bias" to the right, and call this generalization an excited asymmetric random walk. Under certain initial conditions we are able to compute an explicit formula for the limiting speed of an excited asymmetric random walk.Comment: 22 pages, 4 figures, presented at 2017 MAA MathFes

Non-backtracking random walk

We consider non-backtracking random walk (NBW) in the nearest-neighbor setting on the Zd-lattice and on tori. We evaluate the eigensystem of the m X m-dimensional transition matrix of NBW where m denote the degree of the graph. We use its eigensystem to show a functional central limit theorem for NBW on Zd and to obtain estimates on the convergence towards the stationary distribution for NBW on the torus

Linearly edge-reinforced random walks

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.Comment: Published at http://dx.doi.org/10.1214/074921706000000103 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org