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arxiv: 1210.7664 · v1 · pith:4PUIHV3Vnew · submitted 2012-10-29 · 🧮 math.PR

Mutually excited random walks

classification 🧮 math.PR
keywords speedotherrandomwalkerwalksaccordingalgorithmapparent
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Consider two random walks on $\mathbb{Z}$. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift $p>1/2$ is obtained in a position the other walker visited twice or more. This simple model has a speed which is, according to simulations, not monotone in $p$, without apparent "trap" behaviour. In this paper we prove the process has positive speed for $1/2<p<1$, and present a deterministic algorithm to approximate the speed and show the non-monotonicity.

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