Once edge-reinforced random walk on a tree

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Abstract

We consider a nearest neighbor walk on a regular tree, with transition probabilities proportional to weights or conductances of the edges. Initially all edges have weight 1, and the weight of an edge is increased to c > 1 when the edge is traversed for the first time. After such a change the weight of an edge stays at c forever. We show that such a walk is transient for all values of c ≥ 1, and that the walk moves off to infinity at a linear rate. We also prove an invariance principle for the height of the walk.

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Durrett, R., Kesten, H., & Limic, V. (2002). Once edge-reinforced random walk on a tree. Probability Theory and Related Fields, 122(4), 567–592. https://doi.org/10.1007/s004400100179

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