Multi-Particle Processes with Reinforcements

Yevgeniy Kovchegov ()
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Yevgeniy Kovchegov: Oregon State University

Journal of Theoretical Probability, 2008, vol. 21, issue 2, 437-448

Abstract: Abstract We consider a multi-particle generalization of linear edge-reinforced random walk (ERRW). We observe that in absence of exchangeability, new techniques are needed in order to study the multi-particle model. We describe an unusual coupling construction associated with the two-point edge-reinforced process on ℤ and prove a form of recurrence: the two particles meet infinitely often a.s.

Keywords: Edge-reinforced processes; Coupling method; Random walk; Random environment; Urn model; Recurrence; 60C05; 60G07; 60G09; 60K37 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10959-007-0141-7

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