Limit distributions of directionally reinforced random walks

DOI10.1006/aima.1997.1707zbMath0911.60008OpenAlexW2064471481MaRDI QIDQ1265472

Lajos Horváth, Qui-Man Shao

Publication date: 4 May 1999

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/aima.1997.1707

zbMATH Keywords

Brownian motionlimit theoremsstable processreinforced random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Other physical applications of random processes (60K40)

Related Items (8)

Transport processes with random jump rate ⋮ Senile reinforced random walks ⋮ On a directionally reinforced random walk ⋮ Persistent random walks. II. Functional scaling limits ⋮ Telegraph random evolutions on a circle ⋮ Run-and-tumble motion: the role of reversibility ⋮ A Diffusion Limit for Generalized Correlated Random Walks ⋮ The directed edge reinforced random walk: the Ant Mill phenomenon

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• Differential equations with a small parameter and the central limit theorem for functions defined on a finite Markov chain
• Approximation of Uniform Transport Process on a Finite Interval to Brownian Motion
• Almost Sure Convergence of Uniform Transport Processes to Brownian Motion
• Reinforced random walk

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