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arXiv 2005.00666math.PR
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$\mathbb Z$上的两个相斥随机游动

Two repelling random walks on $\mathbb Z$

Fernando P. A. Prado, Cristian F. Coletti, Rafael A. Rosales

摘要:

我们考虑$\mathbb{Z}$上两个相互作用的随机游动,使得其中一个游动在一个方向上的转移概率随着另一个游动在该方向上的转移次数呈指数下降.因此,联合过程可以看作是两个随机游动加强到彼此排斥。在我们的模型中,排斥的强度通过参数$β\geq 0$进一步调制。当$β= 0$时,两个过程都是$\mathbb{Z}$上独立的对称随机游动,因此是递归的。我们证明了,这两个随机游动进一步经常,如果$β\in (0,1]$。我们还表明,这些过程是短暂的,并在相反的方向发散,如果$β> 2$。$β\in (1,2]$一案仍然悬而未决。我们的结果是通过考虑动力系统方法的随机逼近。

英文摘要:

We consider two interacting random walks on $\mathbb{Z}$ such that the transition probability of one walk in one direction decreases exponentially with the number of transitions of the other walk in that direction. The joint process may thus be seen as two random walks reinforced to repel each other. The strength of the repulsion is further modulated in our model by a parameter $β\geq 0$. When $β= 0$ both processes are independent symmetric random walks on $\mathbb{Z}$, and hence recurrent. We show that both random walks are further recurrent if $β\in (0,1]$. We also show that these processes are transient and diverge in opposite directions if $β> 2$. The case $β\in (1,2]$ remains widely open. Our results are obtained by considering the dynamical system approach to stochastic approximations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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