Law of the Iterated Logarithm for p-Walks on Z

Abstract

The p-rotor walk on Z is a self-interacting walk that interpolates between the simple random walk and the deterministic rotor walk. While the weak convergence of this model to a perturbed Brownian motion is known, its almost sure asymptotic boundaries have not been characterized. In this paper, we establish the exact Law of the Iterated Logarithm (LIL) for the p-rotor walk. Utilizing the decomposition of the walk into a martingale perturbed by its running extrema, we obtain first a functional Law of the Iterated Logarithm for the linearly interpolated paths of the p-walk. We then obtain the classical LIL constants by solving a calculus of variations problem over the perturbed Strassen set.

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