Abstract.
We give a characterization of a modified edge-reinforced random walk in terms of certain partially exchangeable sequences. In particular, we obtain a characterization of an edge-reinforced random walk (introduced by Coppersmith and Diaconis) on a 2-edge-connected graph. Modifying the notion of partial exchangeability introduced by Diaconis and Freedman in [3], we characterize unique mixtures of reversible Markov chains under a recurrence assumption.
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Received: 22 January 2002 / Revised version: 24 September 2002 Published online: 15 April 2003
Most of this paper was written while the author was working at EURANDOM in Eindhoven, The Netherlands.
Mathematics Subject Classification (2000): 60K37, 60G09
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Rolles, S. How edge-reinforced random walk arises naturally. Probab. Theory Relat. Fields 126, 243–260 (2003). https://doi.org/10.1007/s00440-003-0260-8
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DOI: https://doi.org/10.1007/s00440-003-0260-8