From generalized Ray-Knight theorems to functional CLTs for some models of self-interacting random walks on Z

Abstract: In several models of self-interacting random walks (SIRWs) on Z generalized Ray-Knight theorems for local times proved to be a very useful tool for studying the limiting behavior of these walks. Examples include some reinforced random walks, asymptotically free and polynomially self-repelling random walks, excited random walks, rotor walks with defects. I shall give an overview of some of these models and then concentrate on the joint work with Thomas Mountford (EPFL) and Jon Peterson (Purdue University) on the functional limit theorem for recurrent excited random walks with Markovian cookie stacks.

mathematical physicsprobability

Audience: researchers in the topic

Probability and the City Seminar

Series comments: The Probability and the City Seminar is organized jointly by the probability groups of Columbia University and New York University.

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