Vertex-Reinforced Random Walk

Details Vertex-Reinforced Random Walk Vertex-Reinforced Random Walk

2004-04-02

arxiv.org/abs/math/0404041v1

Prob. Theor. and Rel. Fields, 92, 117 - 136 (1990)

Mathematics

Probability

29 pages

Scientific paper

This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a priori likelihood matrix, R, which is real, symmetric and nonnegative. Let S_i(n) keep track of the number of visits to state i up to time n, and form the fractional occupation vector, V(n), where v_i(n)=S_i(n)/(sum_{j=1}^d S_j(n)). It is shown that V(n) converges to a set of critical points for the quadratic form H with matrix R, and that under nondegeneracy conditions on R, there is a finite set of points such that with probability one, V(n)->p for some p in the set. There may be more than one p in this set for which P(V(n)->p)>0. On the other hand P(V(n)->p)=0 whenever p fails in a strong enough sense to be maximum for H.

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