Vertex-reinforced random walk
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TLDR
In this article, a class of non-Markovian discrete-time random processes on a finite state space is considered, where transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a priori likelihood matrix, which is real, symmetric and nonnegative.Abstract:
This paper considers a class of non-Markovian discrete-time random processes on a finite state space {1,...,d}. The transition probabilities at each time are influenced by the number of times each state has been visited and by a fixed a priori likelihood matrix,R, which is real, symmetric and nonnegative. LetS
i
(n) keep track of the number of visits to statei up to timen, and form the fractional occupation vector,V(n), where
$$v_i (n) = {{S_i (n)} \mathord{\left/ {\vphantom {{S_i (n)} {\left( {\sum\limits_{j = 1}^d {S_j (n)} } \right)}}} \right. \kern-\nulldelimiterspace} {\left( {\sum\limits_{j = 1}^d {S_j (n)} } \right)}}$$
. It is shown thatV(n) converges to to a set of critical points for the quadratic formH with matrixR, and that under nondegeneracy conditions onR, there is a finite set of points such that with probability one,V(n)→p for somep in the set. There may be more than onep in this set for whichP(V(n)→p)>0. On the other handP(V(n)→p)=0 wheneverp fails in a strong enough sense to be maximum forH.read more
Citations
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Vertex-reinforced random walk on Z has finite range
Robin Pemantle,Stanislav Volkov +1 more
TL;DR: In this paper, the authors considered the vertex-reinforced random walk (VRRW) in the case of infinite chains and showed that the range is almost surely finite, that at least five points are visited infinitely often almost surely and that with positive probability the range contains exactly five points.
References
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Reinforced random walk
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