Abstract
We introduce the directed-edge-reinforced random walk and prove that the process is equivalent to a random walk in random environment. Using Oseledec"s multiplicative ergodic theorem, we obtain recurrence and transience criteria for random walks in random environment on graphs with a certain linear structure and apply them to directed-edge-reinforced random walks.
Similar content being viewed by others
References
E. Bolthausen and I. Goldsheid, Recurrence and transience of random walks in random environments on a strip, Comm. Math. Phys., 214 (2000), 429-447.
F. Comets, M. Menshikov and S. Popov, Lyapunov functions for random walks and strings in random environment, Ann. Probab., 26 (1998), 1433-1445.
S. A. Kalikow, Generalized random walk in a random environment, Ann. Probab., 9 (1981), 753-768.
M. S. Keane and S. W. W. Rolles, Edge-reinforced random walk on finite graphs, in: Infinite dimensional stochastic analysis, P. Clement, F. den Hollander, J. van Neerven and B. de Pagter, editors, pp. 217-234, Koninklijke Nederlandse Akademie van Wetenschappen (2000).
E. S. Key, Recurrence and transience criteria for random walk in a random environment, Ann. Probab., 12 (1984), 529-560.
R. D. Mauldin, W. D. Sudderth and S. C. Williams, Polya trees and random distributions, Ann. Statist., 20 (1992), 1203-1221.
I. V. Oseledec, A multiplicative ergodic theorem. Lyapunov characteristic numbers for dynamical systems, Trans. Moscow Math. Soc., 10 (1968), 197-231.
F. Solomon, Random walks in a random environment, Ann. Probability, 3 (1975), 1-31.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Keane, M.S., Rolles, S.W.W. Tubular recurrence. Acta Mathematica Hungarica 97, 207–221 (2002). https://doi.org/10.1023/A:1020855011898
Issue Date:
DOI: https://doi.org/10.1023/A:1020855011898