The square-exponential tail conjecture for the excited random walk's maximum

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Let V(t)V(t) denote the random variable measuring the quantity studied in the preceding estimates for the excited random walk at time tt, and let C,c>0C,c>0 be constants. Square-exponential tail conjecture. The correct tail decay is square-exponential, namely

P(V(t)>λlog⁡t)≤Ce−cλ2.\mathbb{P}(V(t)>\lambda\sqrt{\log t})\leq Ce^{-c\lambda^{2}}.

The surrounding discussion notes that the paper only obtains weaker stretched-exponential estimates and that a sharper estimate of this form would improve the tail analysis of V(t)V(t); the conjecture remains unresolved in the supplied text.

References

Primary source

Gideon Amir, Itai Benjamini and Gady Kozma, “Excited random walk against a wall”, arXiv:math/0509464 (2006).

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