The Annals of Probability · 2009 · 48 citations · 8 references
Natural SciencesMathematicsCombinatoricsProbability TheoryStochastic ProcessesGraph TheoryMarkov ChainsMarkov ProcessesProbabilistic CombinatoricsRandom WalksStochastic NetworksRandom GraphsRandom Walk Hitting TimesRandom Walks On Graphs
We consider a linearly edge-reinforced random walk on a class of two-dimensional graphs with constant initial weights. The graphs are obtained from ℤ2 by replacing every edge by a sufficiently large, but fixed number of edges in series. We prove that the linearly edge-reinforced random walk on these graphs is recurrent. Furthermore, we derive bounds for the probability that the edge-reinforced random walk hits the boundary of a large box before returning to its starting point.
8
A survey of random processes with reinforcement
Robin Pemantle · Probability Surveys · 2007 · 585 citations · Full text
De Finetti's Theorem for Markov Chains
Persi Diaconis, Darcy A. Freedman · The Annals of Probability · 1980 · 221 citations · Full text
Phase Transition in Reinforced Random Walk and RWRE on Trees
Robin Pemantle · The Annals of Probability · 1988 · 173 citations · Full text