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Snakes and perturbed random walks
Gopal Basaka, Stanislav Volkovbc a Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, India
b Department of Mathematics, University of Bristol, Bristol, UK
c Centre for Mathematical Sciences, Lund University, Lund, Sweden
Аннотация:
We study some properties of random walks perturbed at extrema, which are generalizations of the walks considered, e.g., by Davis (1999) and Tóth (1996). This process can also be viewed as a version of an excited random walk, recently studied by many authors. We obtain several properties related to the range of the process with infinite memory and prove the strong law, the central limit theorem, and the criterion for the recurrence of the perturbed walk with finite memory. We also state some open problems. Our methods are predominantly combinatorial and do not involve complicated analytic techniques.
Поступило в апреле 2012 г.
Образец цитирования:
Gopal Basak, Stanislav Volkov, “Snakes and perturbed random walks”, Ветвящиеся процессы, случайные блуждания и смежные вопросы, Сборник статей. Посвящается памяти члена-корреспондента РАН Бориса Александровича Севастьянова, Труды МИАН, 282, МАИК «Наука/Интерпериодика», М., 2013, 42–51; Proc. Steklov Inst. Math., 282 (2013), 35–44
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tm3479https://doi.org/10.1134/S0371968513030047 https://www.mathnet.ru/rus/tm/v282/p42
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