Phase transition and law of large numbers for a non-symmetric one-dimensional random walk with self-interactions

Phase transition and law of large numbers for a non-symmetric one-dimensional random walk with self-interactions

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Article ID: iaor1999497
Country: United Kingdom
Volume: 35
Issue: 1
Start Page Number: 55
End Page Number: 63
Publication Date: Mar 1998
Journal: Journal of Applied Probability
Authors:
Keywords: markov processes
Abstract:

We study a not necessarily symmetric random walk with interactions on ℤ, which is an extension of the one-dimensional discrete version of the sausage Wiener path measure. We prove the existence of a repulsion/attraction phase transition for the critical value λC ≡ –μ of the repulsion coefficient λ, where μ is a drift parameter. In the self-repellent case, we determine the escape speed, as a function of λ and μ, and we prove a law of large numbers for the end-point.

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