Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema

DOI10.1007/s00440-021-01055-3zbMath1490.60275arXiv2008.06766OpenAlexW3159005850MaRDI QIDQ2073177

Jonathon Peterson, Thomas S. Mountford, Elena Kosygina

Publication date: 27 January 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.06766

zbMATH Keywords

excited random walkbranching-like processesBrownian motion perturbed at its extremageneralized ray-knight theoremsMarkovian cookie stacks

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (2)

Speed of excited random walks with long backward steps ⋮ Convergence and nonconvergence of scaled self-interacting random walks to Brownian motion perturbed at extrema

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