Bounds on the speed and on regeneration times for certain processes on regular trees

Andrea Collevecchio and Tom Schmitz ()
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Tom Schmitz: Max Planck Institute for Mathematics in the Sciences

No 192, Working Papers from Department of Applied Mathematics, Università Ca' Foscari Venezia

Abstract: We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In particular, a lower and upper bound on the covariance in the annealed invariance principle follows. We emphasize the fact that our methods are general and also apply in the case of once-reinforced random walk. Durrett, Kesten and Limic [11] prove an upper bound of the form b/(b + d) for the speed on the b-ary tree, where d is the reinforcement parameter. For d > 1 we provide a lower bound of the form g^2b/(b + d), where g is the survival probability of an associated branching process.

Keywords: Random walk in a random environment; once edge-reinforced random walk; lower bound on the speed; regeneration times; regular trees. (search for similar items in EconPapers)
JEL-codes: C00 C02 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2009-11
New Economics Papers: this item is included in nep-ore
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