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arxiv: 2504.14767 · v4 · pith:RXV4K2BLnew · submitted 2025-04-20 · 🧮 math.PR

On a class of unbalanced step-reinforced random walks

classification 🧮 math.PR
keywords randomstep-reinforcedwalkwalksalphaclassintroducednegatively
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A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen randomly and uniformly from its entire history. Alternatively, with probability $1-\alpha$, it makes an independent move. For the so-called negatively step-reinforced random walk, the process is similar, but any repeated step is taken with its direction reversed. These random walks have been introduced respectively by Simon (1955) and Bertoin (2024) and are sometimes refered to the self-confident step-reinforced random walk and the counterbalanced step-reinforced random walk respectively. In this work, we introduce a new class of unbalanced step-reinforced random walks for which we prove the strong law of large numbers and the central limit theorem. In particular, our work provides a unified treatment of the elephant random walk introduced by Schutz and Trimper (2004) and the positively and negatively step-reinforced random walks.

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  1. Transition probabilities of step-reinforced random walks

    math.PR 2026-04 unverdicted novelty 7.0

    Generalized step-reinforced random walks on groups admit transition probability upper bounds determined by the isoperimetric profile of the Cayley graph, proving transience in Euclidean space for dimensions d≥3 and an...