On convergence of chains with occupational self-interactions

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 460, Issue 2041, 2004, Pages 325-346

  Del Moral, Pierre ^a   Miclo, Laurent ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

a.s. convergence; Lp rate of convergence; Poisson equation; Reinforced walk; Resolvent estimate; Weak contraction

Indexed keywords

ALGORITHM; CONFERENCE PAPER; HYPOTHESIS; MATHEMATICAL ANALYSIS; MATHEMATICAL MODEL; RANDOMIZATION; STOCHASTIC MODEL; THEORETICAL MODEL;

EID: 1542616970     PISSN: 13645021     EISSN: 14712946     Source Type: Journal    
DOI: 10.1098/rspa.2003.1245     Document Type: Conference Paper

References (5)

1. Benaïm, M. 1997 Vertex-reinforced random walks and a conjecture of Pemantle. Ann. Prob. 25, 361-392.
2. Del Moral, P. & Miclo, L. 2002 Markov chains with self-interactions. Technical report from the Laboratoire de Statistique et Probabilités, Université Paul Sabatier (Toulouse 3), France.
3. Pemantle, R. & Volkov, S. 1999 Vertex-reinforced random walk on Z has finite range. Ann. Prob. 27, 1368-1388.
4. Shiryaev, A. N. 1996 Probability, 2nd edn. Springer. (Transl. R. P. Boas (1980) Russian 1st edn.)
5. Tarrès, P. 2004 Vortex-reinforced random walk on Z eventually gets stuck at a set of five points. Ann. Prob. (In the press.)