pith. sign in

arxiv: 1111.1253 · v1 · pith:UHS2BOEInew · submitted 2011-11-04 · 🧮 math.PR

On a directionally reinforced random walk

classification 🧮 math.PR
keywords randomwalkcitedirectionallyreinforcedresultckerconsider
0
0 comments X
read the original abstract

We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizs\"{a}cker in \cite{drw}. Our main result is a stable limit theorem for the position of the random walk in higher dimensions. This extends a result of Horv\'{a}th and Shao \cite{limits} that was previously obtained in dimension one only (however, in a more stringent functional form).

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.