Attracting edge and strongly edge reinforced walks

Abstract

The goal is to show that an edge-reinforced random walk on a graph of bounded degree, with reinforcement weight function W taken from a general class of reciprocally summable reinforcement weight functions, traverses a random attracting edge at all large times.

The statement of the main theorem is very close to settling a conjecture of Sellke [Technical Report 94-26 (1994) Purdue Univ.]. An important corollary of this main result says that if W is reciprocally summable and nondecreasing, the attracting edge exists on any graph of bounded degree, with probability 1. Another corollary is the main theorem of Limic [Ann. Probab. 31 (2003) 1615–1654], where the class of weights was restricted to reciprocally summable powers.

The proof uses martingale and other techniques developed by the authors in separate studies of edge- and vertex-reinforced walks [Ann. Probab. 31 (2003) 1615–1654, Ann. Probab. 32 (2004) 2650–2701] and of nonconvergence properties of stochastic algorithms toward unstable equilibrium points of the associated deterministic dynamics [C. R. Acad. Sci. Sér. I Math. 330 (2000) 125–130].