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**Excited random walks with Markovian cookie stacks.**
*(English.
French summary)*
Zbl 1373.60166

Summary: We consider a nearest-neighbor random walk on \(\mathbb{Z}\) whose probability \(\omega_{x}(j)\) to jump to the right from site \(x\) depends not only on \(x\) but also on the number of prior visits \(j\) to \(x\). The collection \((\omega_x(j))_{x\in\mathbb{Z},j\geq1}\) is sometimes called the “cookie environment” due to the following informal interpretation. Upon each visit to a site the walker eats a cookie from the cookie stack at that site and chooses the transition probabilities according to the “strength” of the cookie eaten. We assume that the cookie stacks are i.i.d. and that the cookie “strengths” within the stack \((\omega_x(j))_{j\geq1}\) at site \(x\) follow a finite state Markov chain. Thus, the environment at each site is dynamic, but it evolves according to the local time of the walk at each site rather than the original random walk time.{
}The model admits two different regimes, critical or non-critical, depending on whether the expected probability to jump to the right (or left) under the invariant measure for the Markov chain is equal to \(1/2\) or not. We show that in the non-critical regime the walk is always transient, has non-zero linear speed, and satisfies the classical central limit theorem. The critical regime allows for a much more diverse behavior. We give necessary and sufficient conditions for recurrence/transience and ballisticity of the walk in the critical regime as well as a complete characterization of limit laws under the averaged measure in the transient case.{
}The setting considered in this paper generalizes the previously studied model with periodic cookie stacks [G. Kozma et al., ibid. 52, No. 3, 1023–1049 (2016; Zbl 1350.60041)]. Our results on ballisticity and limit theorems are new even for the periodic model.

### MSC:

60K37 | Processes in random environments |

60F05 | Central limit and other weak theorems |

60J10 | Markov chains (discrete-time Markov processes on discrete state spaces) |

60K35 | Interacting random processes; statistical mechanics type models; percolation theory |

60J80 | Branching processes (Galton-Watson, birth-and-death, etc.) |