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arxiv: 1410.7090 · v2 · pith:VHGDEEG6new · submitted 2014-10-26 · 🧮 math.PR

Excursions and occupation times of critical excited random walks

classification 🧮 math.PR
keywords deltacriticaloccupationrandomtimescaseerwsexcited
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The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which occurs when the total expected drift $\delta$ at each site of the environment is equal to 1 in absolute value. Several crucial estimates for ERWs fail in the critical case and require a separate treatment. The main results discuss the depth and duration of excursions from the origin for $|\delta|=1$ as well as occupation times of negative and positive semi-axes and scaling limits of ERW indexed by these occupation times. It is also pointed out that the limiting proportions of the time spent by a non-critical recurrent ERW (i.e. when $|\delta|<1$) above or below zero converge to beta random variables with explicit parameters given in terms of $\delta$.

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