{"title":"带有向边的自排斥随机漫步的局部时间波动","authors":"Laure Marêché","doi":"10.1017/apr.2023.37","DOIUrl":null,"url":null,"abstract":"Abstract In 2008, Tóth and Vető defined the self-repelling random walk with directed edges as a non-Markovian random walk on $\\unicode{x2124}$ : in this model, the probability that the walk moves from a point of $\\unicode{x2124}$ to a given neighbor depends on the number of previous crossings of the directed edge from the initial point to the target, called the local time of the edge. Tóth and Vető found that this model exhibited very peculiar behavior, as the process formed by the local times of all the edges, evaluated at a stopping time of a certain type and suitably renormalized, converges to a deterministic process, instead of a random one as in similar models. In this work, we study the fluctuations of the local times process around its deterministic limit, about which nothing was previously known. We prove that these fluctuations converge in the Skorokhod $M_1$ topology, as well as in the uniform topology away from the discontinuities of the limit, but not in the most classical Skorokhod topology. We also prove the convergence of the fluctuations of the aforementioned stopping times.","PeriodicalId":53160,"journal":{"name":"Advances in Applied Probability","volume":"17 1","pages":"0"},"PeriodicalIF":0.9000,"publicationDate":"2023-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Fluctuations of the local times of the self-repelling random walk with directed edges\",\"authors\":\"Laure Marêché\",\"doi\":\"10.1017/apr.2023.37\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract In 2008, Tóth and Vető defined the self-repelling random walk with directed edges as a non-Markovian random walk on $\\\\unicode{x2124}$ : in this model, the probability that the walk moves from a point of $\\\\unicode{x2124}$ to a given neighbor depends on the number of previous crossings of the directed edge from the initial point to the target, called the local time of the edge. Tóth and Vető found that this model exhibited very peculiar behavior, as the process formed by the local times of all the edges, evaluated at a stopping time of a certain type and suitably renormalized, converges to a deterministic process, instead of a random one as in similar models. In this work, we study the fluctuations of the local times process around its deterministic limit, about which nothing was previously known. We prove that these fluctuations converge in the Skorokhod $M_1$ topology, as well as in the uniform topology away from the discontinuities of the limit, but not in the most classical Skorokhod topology. We also prove the convergence of the fluctuations of the aforementioned stopping times.\",\"PeriodicalId\":53160,\"journal\":{\"name\":\"Advances in Applied Probability\",\"volume\":\"17 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2023-09-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Advances in Applied Probability\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1017/apr.2023.37\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in Applied Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/apr.2023.37","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Fluctuations of the local times of the self-repelling random walk with directed edges
Abstract In 2008, Tóth and Vető defined the self-repelling random walk with directed edges as a non-Markovian random walk on $\unicode{x2124}$ : in this model, the probability that the walk moves from a point of $\unicode{x2124}$ to a given neighbor depends on the number of previous crossings of the directed edge from the initial point to the target, called the local time of the edge. Tóth and Vető found that this model exhibited very peculiar behavior, as the process formed by the local times of all the edges, evaluated at a stopping time of a certain type and suitably renormalized, converges to a deterministic process, instead of a random one as in similar models. In this work, we study the fluctuations of the local times process around its deterministic limit, about which nothing was previously known. We prove that these fluctuations converge in the Skorokhod $M_1$ topology, as well as in the uniform topology away from the discontinuities of the limit, but not in the most classical Skorokhod topology. We also prove the convergence of the fluctuations of the aforementioned stopping times.
期刊介绍:
The Advances in Applied Probability has been published by the Applied Probability Trust for over four decades, and is a companion publication to the Journal of Applied Probability. It contains mathematical and scientific papers of interest to applied probabilists, with emphasis on applications in a broad spectrum of disciplines, including the biosciences, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used.
A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.