Generalized Excited Random Walks under Bernoulli excitations
arXiv:2303.12228
Abstract
We study a variant of the Generalized Excited Random Walk (GERW) on introduced by Menshikov, Popov, RamÃrez and Vachkovskaia in [Ann. Probab. 40 (5), 2012]. It consists of a particular version of the model studied in [arXiv preprint arXiv:2211.05715, 2022] where excitation may or may not occur according to a time-dependent probability. Specifically, given , for all , whenever the process visits a site at time for the first time, with probability it gains a drift in a fixed direction. Otherwise, it behaves as a -martingale with zero-mean vector. We refer to the model as -GERW. Assuming bounded jumps and , we show a series of results for the -\Name{} depending on the value of and on the dimension . Specifically, for every and or , with a decreasing function of , we prove a SLLN for the range, while for we prove a sub-ballistic SLLN for the process whenever the SLLN for the range holds. We also study the -\Name{} under diffusive scaling, and we obtain a Functional Central Limit Theorem for and , or and . Finally, for and we show that the diffusively rescaled -\Name{} converges in distribution to a Brownian Motion plus a multiple of the square root of time.
We improve Proposition 2.2 from d > 22 to d > 12, and as a consequence we also improve the SLLN for the range of the process for d > h(β). We have made a series of adjustments and corrections throughout, and update the title for greater precision