Limit Theorems for step reinforced random walks with regularly varying memory

Aritra Majumdar, Krishanu Maulik

Published 2025-05-09Version 1

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a regularly varying sequence $\{\mu_n\}$ of index $\gamma>-1$; recalls and repeats the step taken with probability $p$, or with probability $1-p$ takes a fresh step from the innovation sequence. The innovation sequence is assumed to be i.i.d.\ with mean zero. We study the corresponding step reinforced random walk process with linearly scaled time as an r.c.l.l.\ function on $[0, \infty)$. We prove law of large numbers for the linearly scaled process almost surely and in $L^1$ for all possible values of $p$ and $\gamma$. Assuming finite second moments for the innovation sequence, we obtain interesting phase transitions based on the boundedness of a sequence associated with $\{\mu_n\}$. The random walk suitably scaled converges almost surely to a process, which may not be Gaussian, when the sequence is bounded and the convergence is in distribution to a Gaussian process otherwise. This phase transition introduces the point of criticality at $p_c=\frac{\gamma+1/2}{\gamma+1}$ for $\gamma>-\frac12$. For the subcritical regime, the process is diffusive, while it is superdiffusive otherwise. However, for the critical regime, the scaled process can converge almost surely or in distribution depending on the choice of sequence $\{\mu_n\}$. Almost sure convergence in the critical regime is new. In the critical regime, the scaling can include many more novel choices in addition to $\sqrt{n \log n}$. Further, we use linear time scale and time independent scales even for the critical regime. We argue the exponential time scale for the critical regime is not natural. All the convergences in all the regimes are obtained for the process as an r.c.l.l.\ function.