On a directionally reinforced random walk
From MaRDI portal
Publication:3190215
DOI10.1090/S0002-9939-2014-12030-2zbMath1304.60032arXiv1111.1253MaRDI QIDQ3190215
Reza Rastegar, Alexander Roitershtein, Arka Prasanna Ghosh
Publication date: 16 September 2014
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1253
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Kinematics of a particle (70B05)
Related Items
Transport processes with random jump rate ⋮ Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Random flights connecting porous medium and Euler–Poisson–Darboux equations ⋮ Persistent random walks. II. Functional scaling limits ⋮ Telegraph random evolutions on a circle ⋮ Probability law for the Euclidean distance between two planar random flights ⋮ Run-and-tumble motion: the role of reversibility ⋮ Reflecting random flights ⋮ Stochastic models associated to a nonlocal porous medium equation
Cites Work
- Unnamed Item
- Unnamed Item
- Fractional governing equations for coupled random walks
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems
- Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks
- Random motions at finite speed in higher dimensions
- Triangular array limits for continuous time random walks
- Persistent random walks in a one-dimensional random environment
- Persistent random walks in random environment
- A stochastic model related to the telegrapher's equation
- Limit distributions of directionally reinforced random walks
- A characterization of multivariate regular variation.
- Limit theorems for coupled continuous time random walks.
- Directionally reinforced random walks
- Random flights in higher spaces
- Optimal stopping rules for directionally reinforced processes
- Asymptotic Analysis of Random Walks
- A New Approach to the Limit Theory of Recurrent Markov Chains
- On the foundations of multivariate heavy-tail analysis
- Cyclic random motions in $\mathbb{R}^d$-space withndirections
- Optimal Buy/Sell Rules for Correlated Random Walks
- A planar random motion with an infinite number of directions controlled by the damped wave equation
- A Diffusion Limit for Generalized Correlated Random Walks
- Weak convergence of first passage time processes
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
