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Edge- and vertex-reinforced random walks with super-linear reinforcement on infinite graphs

Cotar, C; Thacker, D; (2017) Edge- and vertex-reinforced random walks with super-linear reinforcement on infinite graphs. Annals of Probability , 45 (4) pp. 2655-2706. 10.1214/16-AOP1122. Green open access

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Abstract

In this paper we introduce a new simple but powerful general technique for the study of edge- and vertex-reinforced processes with super-linear reinforcement, based on the use of order statistics for the number of edge, respectively of vertex, traversals. The technique relies on upper bound estimates for the number of edge traversals, proved in a different context by Cotar and Limic [Ann. Appl. Probab. (2009)] for finite graphs with edge reinforcement. We apply our new method both to edge- and to vertex-reinforced random walks with super-linear reinforcement on arbitrary infinite connected graphs of bounded degree. We stress that, unlike all previous results for processes with super-linear reinforcement, we make no other assumption on the graphs. For edge-reinforced random walks, we complete the results of Limic and Tarr\`es [Ann. Probab. (2007)] and we settle a conjecture of Sellke [Technical Report 94-26, Purdue University (1994)] by showing that for any reciprocally summable reinforcement weight function w, the walk traverses a random attracting edge at all large times. For vertex-reinforced random walks, we extend results previously obtained on Z by Volkov [Ann. Probab. (2001)] and by Basdevant, Schapira and Singh [Ann. Probab. (2014)], and on complete graphs by Benaim, Raimond and Schapira [ALEA (2013)]. We show that on any infinite connected graph of bounded degree, with reinforcement weight function w taken from a general class of reciprocally summable reinforcement weight functions, the walk traverses two random neighbouring attracting vertices at all large times.

Type: Article
Title: Edge- and vertex-reinforced random walks with super-linear reinforcement on infinite graphs
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/16-AOP1122
Publisher version: http://dx.doi.org/10.1214/16-AOP1122
Language: English
Additional information: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Edge-reinforced random walk, vertex-reinforced random walk, superlinear (strong) reinforcement, attraction set, order statistics, Rubin’s construction, bipartite graphs.
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/1482663
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