On recurrence and transience of self-interacting random walks

Autor(es)

Peres, Yuval ^[1] ; Popov, Serguei ^[2] ; Sousi, Perla ^[3]

Afiliação do(s) autor(es)

^[1] Microsoft Res, Redmond, WA 98052 - USA

^[2] Univ Estadual Campinas, Campinas, SP - Brazil

^[3] Univ Cambridge, Cambridge - England

• Tipo de documento: Artigo Científico
• Fonte: BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY; v. 44, n. 4, p. 841-867, DEC 2013.
• Citações Web of Science: 5

Resumo

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)

• Processo FAPESP: 09/52379-8 - Modelagem estocástica de sistemas interagentes
• Beneficiário: Fabio Prates Machado
• Modalidade de apoio: Auxílio à Pesquisa - Temático