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Asymptotic behavior of a selfinteracting random walk
S. A. Nadtochii M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We consider a simple one-dimensional random walk with the statistical weight of each sample path given by $\pi_t(\omega)=\exp\{-\beta\sum_{0\leq i<j\le n}V(|\omega_j-\omega_i|)\}$, where $\beta$ has the meaning of negative temperature, and $V$ is a nonnegative decreasing function with finite support. We show that for $\beta>\beta_0$ the distribution of $\omega_n$ is concentrated in the area $\{|\omega_n|>c n\}$, where $c=c(\beta)>0$, and for $\beta<0$ every sample path becomes localized, in the sense that $\omega_n$ never leaves some fixed interval.
Keywords:
potential, random walk, self-repulsive random walk, asymptotic behavior.
DOI:
https://doi.org/10.4213/tvp150
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English version:
Theory of Probability and its Applications, 2007, 51:1, 182–188
Bibliographic databases:
Received: 12.09.2005
Citation:
S. A. Nadtochii, “Asymptotic behavior of a selfinteracting random walk”, Teor. Veroyatnost. i Primenen., 51:1 (2006), 126–132; Theory Probab. Appl., 51:1 (2007), 182–188
Citation in format AMSBIB
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http://mi.mathnet.ru/eng/tvp150https://doi.org/10.4213/tvp150 http://mi.mathnet.ru/eng/tvp/v51/i1/p126
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