On a directionally reinforced random walk-Reference-Cited by-同舟云学术

On a directionally reinforced random walk

Published:2014-05-19 Issue:9 Volume:142 Page:3269-3283
ISSN:0002-9939
Container-title:Proceedings of the American Mathematical Society
language:en
Short-container-title:Proc. Amer. Math. Soc.

Author:

Ghosh Arka,Rastegar Reza,Roitershtein Alexander

Abstract

We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizsäcker. Our main result is a stable limit theorem for the position of the random walk in higher dimensions. This extends a result of Horváth and Shao that was previously obtained in dimension one only (however, in a more stringent functional form).

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/proc/2014-142-09/S0002-9939-2014-12030-2/S0002-9939-2014-12030-2.pdf

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