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Centrally Excited Random Walk


A centrally excited random walk is a random walk on the integer lattice Z^d whose first departure from each nonzero site has a drift toward the origin. For d>=2 and 0<kappa<1/d, it starts at the origin and, on first leaving x!=0, moves to x+/-e_i with probability 1/(2d)∓kappax_i/(2||x||). Here e_i are the coordinate unit vectors and ||x|| is the Euclidean norm. All other departures use the simple random walk rule.

Bou-Rabee and Peres (2026) proved that the visited set A_n after n steps has an almost-sure spherical limit shape with radius

 r_n=(((d+1)n)/(2dkappaomega_d))^(1/(d+1)),
(1)

where omega_d is the volume of the unit ball. For each 0<eta<1 and all sufficiently large n,

 B_((1-eta)r_n) intersection Z^d subset A_n subset B_((1+eta)r_n) intersection Z^d,
(2)

where B_r={x:||x||<r}. If l_n(x) counts the visits to x, then

 1/(r_n)max_(x in Z^d)|l_n(x)-2dkappa(r_n-||x||)_+|->0,
(3)

where a_+=max(a,0). Every site is visited infinitely often.

Bou-Rabee and Peres (2026) report using AI assistants for specific mathematical questions and proof checks, while attributing the main ideas to the authors. They provide a Lean formalization, which has not been independently run here.


See also

Integer Lattice, Random Walk

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References

Bou-Rabee, A. and Peres, Y. "Kozma's Centrally Excited Walk Converges to a Euclidean Ball." 7 Oct 2026. https://arxiv.org/abs/2610.10162.

Cite this as:

Weisstein, Eric W. "Centrally Excited Random Walk." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/CentrallyExcitedRandomWalk.html

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