Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Martingale defocusing and transience of a self-interacting random walk

Yuval Peres, Bruno Schapira, and Perla Sousi

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Abstract

Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^{3}$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a two-dimensional random walk step. We show that this walk is transient thus answering a question of Benjamini, Kozma and Schapira. One important ingredient of the proof is a dispersion result for martingales.

Résumé

Supposons que $(X,Y,Z)$ soit une marche aléatoire dans $\mathbb{Z}^{3}$ qui se déplace de la façon suivante : à la première visite en un site, seule la coordonnée $Z$ saute de $\pm1$ avec probabilité uniforme, et aux visites suivantes en ce site $(X,Y)$ effectue un saut dans l’ensemble $\{(\pm1,0),(0,\pm1)\}$ avec probabilité uniforme. Nous montrons que cette marche est transiente, répondant ainsi à une question de Benjamini, Kozma et Schapira. Un ingrédient important de la preuve est un résultat de dispersion pour les martingales.

Article information

Source
Ann. Inst. H. Poincaré Probab. Statist., Volume 52, Number 3 (2016), 1009-1022.

Dates
Received: 29 April 2014
Revised: 10 December 2014
Accepted: 19 December 2014
First available in Project Euclid: 28 July 2016

Permanent link to this document
https://projecteuclid.org/euclid.aihp/1469723508

Digital Object Identifier
doi:10.1214/14-AIHP667

Mathematical Reviews number (MathSciNet)
MR3531697

Zentralblatt MATH identifier
1350.60105

Subjects
Primary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]

Keywords
Transience Martingale Self-interacting random walk Excited random walk

Citation

Peres, Yuval; Schapira, Bruno; Sousi, Perla. Martingale defocusing and transience of a self-interacting random walk. Ann. Inst. H. Poincaré Probab. Statist. 52 (2016), no. 3, 1009--1022. doi:10.1214/14-AIHP667. https://projecteuclid.org/euclid.aihp/1469723508


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