Convergence of scaled asymptotically-free self-interacting random walks to Brownian motion perturbed at extrema

We consider a family of one-dimensional self-interacting walks whose dynamics characterized by a monotone weight function w on N∪{0}. The weight function takes the form w(n)=(1+2pBn−p+O(n−1−κ))−1, for some B∈R, κ>0 and p∈(0,1]. Our main model parameter is p, and for p∈(0,1∕2] we show the convergence of the SIRW to Brownian motion perturbed at extrema under the diffusive scaling. This completes the functional limit theorem in [8] for the asymptotically free case and extends the result to the full parameter range (0,1]. Our method depends on the generalized Ray-Knight theorems ([12], [8]) for the rescaled local times of this walk. The directed edge local times, described by the branching-like processes, are used to analyze the total drift experienced by the walker.

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Publication Details

Journal
Electronic Journal of Probability
Published
2025-01-01
DOI
https://doi.org/10.1214/25-ejp1355
Primary Topic
Stochastic processes and statistical mechanics
Type
article
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article

Convergence of scaled asymptotically-free self-interacting random walks to Brownian motion perturbed at extrema

Xiaoyu Liu, Zhe Wang
Electronic Journal of Probability
Stochastic processes and statistical mechanics
article

Convergence of scaled asymptotically-free self-interacting random walks to Brownian motion perturbed at extrema

Xiaoyu Liu, Zhe Wang
article en

Abstract

We consider a family of one-dimensional self-interacting walks whose dynamics characterized by a monotone weight function w on N∪{0}. The weight function takes the form w(n)=(1+2pBn−p+O(n−1−κ))−1, for some B∈R, κ>0 and p∈(0,1]. Our main model parameter is p, and for p∈(0,1∕2] we show the convergence of the SIRW to Brownian motion perturbed at extrema under the diffusive scaling. This completes the functional limit theorem in [8] for the asymptotically free case and extends the result to the full parameter range (0,1]. Our method depends on the generalized Ray-Knight theorems ([12], [8]) for the rescaled local times of this walk. The directed edge local times, described by the branching-like processes, are used to analyze the total drift experienced by the walker.

Electronic Journal of ProbabilityVol. 30(none)
Purdue University West Lafayette (US), École Polytechnique Fédérale de Lausanne (CH)
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Openalex Percentile: Top 83%
Stochastic processes and statistical mechanics
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