A Branching Process with Geometric Emigration and the"Have Your Cookie and Eat It"Random Walk

Abstract

We consider a random walk on the integers that at each site is biased to step right until the first time it has stepped left from that site, thereafter stepping left or right from that site with equal chance, introduced by Pinsky. Pinsky calculated the speed of the walk and the probability that such a walk escapes to infinity for some ranges of \(p\) and conjectured these formulas hold over a wider range. To study this walk, we introduce a branching process featuring geometric emigration and answer some questions concerning its life-periods, transience and recurrence, and the mean of its stationary distribution when positive recurrent. We apply these results to confirm Pinsky's predictions. For another application, we calculate the speed and escape probability of a related self-interacting random walk.