Abstract
We consider non-linear vertex reinforced jump process (VRJP($w$)) on
$Z$ with an increasing measurable weight function $w:1,ınfty)\to
1,ınfty)$ and initial weights equal to one. Our main goal is to study the
asymptotic behaviour of VRJP($w$) depending on the integrability of the
reciprocal of $w$. In particular, we prove that if $1/w L^1(1,ınfty),
Leb)$ then the process is recurrent, i.e. it visits each vertex
infinitely often and all local times are unbounded. On the other hand, if $1/w
L^1(1,ınfty), Leb)$ and there exists a $\rho>0$ such that $t
w(t)^\rhoınt_t^ınftyduw(u)$ is non-increasing then the
process will eventually get stuck on exactly three vertices and there is only
one vertex with unbounded local time. We also show that if the initial weights
are all the same, VRJP on $Z$ cannot be transient, i.e. there exists
at least one vertex that is visited infinitely often. Our results extend the
ones previously obtained by Davis and Volkov Probab. Theory Relat. Fields
(2002) who showed that VRJP with linear reinforcement on $Z$ is
recurrent.
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