LOCALIZATION OF A 2-DIMENSIONAL RANDOM-WALK WITH AN ATTRACTIVE PATH INTERACTION

被引:36
作者
BOLTHAUSEN, E
机构
关键词
SELF-ATTRACTING RANDOM WALK; LOCALIZATION; LARGE DEVIATIONS;
D O I
10.1214/aop/1176988734
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider an ordinary, symmetric, continuous-time random walk on the two-dimensional lattice Z2. The distribution of the walk is transformed by a density which discounts exponentially the number of points visited up to time T. This introduces a self-attracting interaction of the paths. We study the asymptotic behavior for T --> infinity. It turns out that the displacement is asymptotically of order T1/4. The main technique for proving the result is a refined analysis of large deviation probabilities. A partial discussion is given also for higher dimensions.
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页码:875 / 918
页数:44
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