Almost sure behavior of linearly edge-reinforced random walks on the half-line

Abstract

We study linearly edge-reinforced random walks on $\mathbb{Z}_+$, where each edge $\{x,x+1\}$ has the initial weight $x^{\alpha} \vee 1$, and each time an edge is traversed, its weight is increased by $\Delta$. It is known that the walk is recurrent if and only if $\alpha \leq 1$. The aim of this paper is to study the almost sure behavior of the walk in the recurrent regime. For $\alpha 0$, we obtain a limit theorem which is a counterpart of the law of the iterated logarithm for simple random walks. This reveals that the speed of the walk with $\Delta>0$ is much slower than $\Delta=0$. In the critical case $\alpha=1$, our (almost sure) bounds for the trajectory of the walk shows that there is a phase transition of the speed at $\Delta=2$.