ATTRACTING EDGE AND STRONGLY EDGE REINFORCED WALKS

Vlada Limic and Pierre Tarres

The goal is to show that an edge reinforced random walk on a graph of bounded degree, with reinforcement {\em weight function} $W$ taken from a general class of reciprocally summable reinforcement weight functions, traverses a random {\em attracting} edge at all large times.

The statement of the main theorem is very close to settling a conjecture of Sellke (1994). An important corollary of this main result says that if $W$ is reciprocally summable and nondecreasing, the attracting edge exists on any graph of bounded degree, with probability $1$. Another corollary is the main theorem of Limic (2003) where the class of weights was restricted to reciprocally summable powers.

The proof uses martingale and other techniques developed by the authors in separate studies of edge and vertex reinforced walks (Limic (2003), Tarr\`es (2004)), and of nonconvergence properties of stochastic algorithms towards unstable equilibrium points of the associated deterministic dynamics, Tarr\`es (2000).