On recurrence and transience of self-interacting random walks

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Author(s):	Peres, Yuval ^[1] ; Popov, Serguei ^[2] ; Sousi, Perla ^[3] Total Authors: 3
Affiliation:	^[1] Microsoft Res, Redmond, WA 98052 - USA ^[2] Univ Estadual Campinas, Campinas, SP - Brazil ^[3] Univ Cambridge, Cambridge - England Total Affiliations: 3
Document type:	Journal article
Source:	BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY; v. 44, n. 4, p. 841-867, DEC 2013.
Web of Science Citations:	5
Abstract
Let A mu(1),...,A mu (k) be d-dimensional probabilitymeasures in a{''}e (d) with mean 0. At each time we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience of such processes and also construct examples of recurrent processes of this type. In particular, in dimension 3 we give the complete picture: every walk generated by two measures is transient and there exists a recurrent walk generated by three measures. (AU)

FAPESP's process:	09/52379-8 - Stochastic modeling of interacting systems
Grantee:	Fabio Prates Machado
Support Opportunities:	Research Projects - Thematic Grants