Balanced self-interacting random walks

Yuval Peres
Mon, Jun 4, 2012
PIMS, University of British Columbia
PIMS-MPrime Summer School in Probability
It is well known that a random walk in d>2 dimensions where the steps are i.i.d. mean zero and fully supported (not restricted to a hyperplane), is transient. Benjamini, Kozma and Schapira asked if we still must have transience when each step is chosen from either μ1 or μ2 based on the past, where μ1 and μ2 are fully supported mean zero distributions. (e.g. we could use μ1 if the current state has been visited before, and μ2 otherwise). We answer their question, and show the answer can change when we have three measures instead of two. To prove this, we will adapt the classical techniques of Lyapunov functions and excessive measures to this setting. No prior familiarity with these methods will be assumed, and they will be introduced in the talk. Many open problems remain in this area, even in two dimensions. Lecture based on joint work with Serguei Popov (Campinas) and Perla Sousi (Cambridge).

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