How edge-reinforced random walk arises naturally

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Abstract

We give a characterization of a modified edge-reinforced random walk in terms of certain partially exchangeable sequences. In particular, we obtain a characterization of an edge-reinforced random walk (introduced by Coppersmith and Diaconis) on a 2-edge-connected graph. Modifying the notion of partial exchangeability introduced by Diaconis and Freedman in [3], we characterize unique mixtures of reversible Markov chains under a recurrence assumption.

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Rolles, S. W. W. (2003). How edge-reinforced random walk arises naturally. Probability Theory and Related Fields, 126(2), 243–260. https://doi.org/10.1007/s00440-003-0260-8

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