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arxiv: 1709.02215 · v2 · pith:AMAKIRU7new · submitted 2017-09-07 · 🧮 math.PR

The speed of a general random walk reinforced by its recent history

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keywords speedhistoryprocessrandomrecentaverageclassconsider
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We consider several variants of a class of random walks whose increment distributions depend on the average value of the process over its most recent $N$ steps. We investigate the speed of the process, and in particular, the limiting speed as the "history window" $N\to\infty$.

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