Tubular recurrence

Autor: Keane, M.S., Rolles, S.W.W.
Přispěvatelé: Stochastics (KDV, FNWI)
Jazyk: angličtina
Rok vydání: 2002
Předmět:
Zdroj: Acta Mathematica Hungarica, 97(3), 207-221. Springer
Acta mathematica Hungarica, 97(3), 207-221. Springer Netherlands
ISSN: 0236-5294
Popis: We introduce the directed-edge-reinforced random walk and prove that the process is equivalent to a random walk in random environment. Using Oseledec"s multiplicative ergodic theorem, we obtain recurrence and transience criteria for random walks in random environment on graphs with a certain linear structure and apply them to directed-edge-reinforced random walks.
Databáze: OpenAIRE