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  4. CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA
 
research article

CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

Kosygina, Elena
•
Mountford, Thomas  
•
Peterson, Jonathon
September 1, 2023
Annals Of Probability

We use generalized Ray-Knight theorems, introduced by B. Toth in 1996, together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of diffusively scaled self-interacting random walks (SIRW) to Brownian motions perturbed at extrema (BMPE). Toth's work studied two classes of SIRWs: asymptotically free and polynomially self-repelling walks. For both classes Toth has shown, in particular, that the distribution function of a scaled SIRW observed at independent geometric times converges to that of a BMPE indicated by the generalized Ray-Knight theorem for this SIRW. The question of weak convergence of one-dimensional distributions of scaled SIRW remained open. In this paper, on the one hand, we prove a full func-tional limit theorem for a large class of asymptotically free SIRWs, which in-cludes the asymptotically free walks considered by Toth. On the other hand, we show that rescaled polynomially self-repelling SIRWs do not converge to the BMPE predicted by the corresponding generalized Ray-Knight theorems and hence do not converge to any BMPE.

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Type
research article
DOI
10.1214/23-AOP1629
Web of Science ID

WOS:001079177400002

Author(s)
Kosygina, Elena
Mountford, Thomas  
Peterson, Jonathon
Date Issued

2023-09-01

Publisher

Inst Mathematical Statistics-Ims

Published in
Annals Of Probability
Volume

51

Issue

5

Start page

1684

End page

1728

Subjects

Physical Sciences

•

Self-Interacting Random Walks

•

Functional Limit Theorem

•

Ray-Knight Theorems

•

Brownian Motion Perturbed At Its Extrema

•

Branching-Like Processes

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PRST  
Available on Infoscience
February 14, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/203718
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