Work

Snakes and perturbed random walks

Year: 2011

Type: preprint

Abstract: In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\em excited random walk}, studied recently by many authors. We obtain a few properties related to the range of the process with infinite memory. We also prove the Strong law, Central Limit Theorem, and the criterion for the recurrence of the perturbed walk with finite memory.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1112.0934

Authors: Basak, Gopal, Volkov, Stanislav

Institutions: Indian Statistical Institute, Lund University, University of Bristol

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2949806644

Cites:

Cited by: 1

Related to: 20