Loop-erased random walks associated with Markov processes
Teoriâ slučajnyh processov, Tome 25 (2020) no. 2, pp. 15-24
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A new class of loop-erased random walks (LERW) on a finite set, defined as functionals from a Markov chain is presented. We propose a scheme in which, in contrast to the general settings of LERW, the loop-erasure is performed on a non-markovian sequence and moreover, not all loops are erased with necessity. We start with a special example of a random walk with loops, the number of which at every moment of time does not exceed a given fixed number. Further we consider loop-erased random walks, for which loops are erased at random moments of time that are hitting times for a Markov chain. The asymptotics of the normalized length of such loop-erased walks is established. We estimate also the speed of convergence of the normalized length of the loop-erased random walk on a finite group to the Rayleigh distribution.
Keywords:
loop-erased random walk, Ehrenfest model.
@article{THSP_2020_25_2_a2,
author = {A. A. Dorogovtsev and I. I. Nishchenko},
title = {Loop-erased random walks associated with {Markov} processes},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {15--24},
year = {2020},
volume = {25},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2020_25_2_a2/}
}
A. A. Dorogovtsev; I. I. Nishchenko. Loop-erased random walks associated with Markov processes. Teoriâ slučajnyh processov, Tome 25 (2020) no. 2, pp. 15-24. http://geodesic.mathdoc.fr/item/THSP_2020_25_2_a2/
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