Excursions and occupation times of critical excited random walks

Dmitry Dolgopyat; Elena Kosygina

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arXiv · 1410.7090

Excursions and occupation times of critical excited random walks

Dmitry Dolgopyat·Elena Kosygina

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Abstract

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which occurs when the total expected drift $δ$ at each site of the environment is equal to 1 in absolute value. Several crucial estimates for ERWs fail in the critical case and require a separate treatment. The main results discuss the depth and duration of excursions from the origin for $|δ|=1$ as well as occupation times of negative and positive semi-axes and scaling limits of ERW indexed by these occupation times. It is also pointed out that the limiting proportions of the time spent by a non-critical recurrent ERW (i.e. when $|δ|<1$) above or below zero converge to beta random variables with explicit parameters given in terms of $δ$.

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Dmitry Dolgopyat, Elena Kosygina. 2015-04-24. Excursions and occupation times of critical excited random walks. https://arxiv.org/abs/1410.7090

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