ON A DIRECTIONALLY REINFORCED RANDOM WALK

被引：8

作者：

Ghosh, Arka P. ^{[1
]}

Rastegar, Reza ^{[2
]}

Roitershtein, Alexander ^{[2
]}

机构：

[1] Iowa State Univ, Dept Stat, Ames, IA 50011 USA

[2] Iowa State Univ, Dept Math, Ames, IA 50011 USA

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2014年 / 142卷 / 09期

关键词：

LIMIT; RULES;

D O I：

10.1090/S0002-9939-2014-12030-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizsacker. Our main result is a stable limit theorem for the position of the random walk in higher dimensions. This extends a result of Horvath and Shao that was previously obtained in dimension one only (however, in a more stringent functional form).

引用

页码：3269 / 3283

页数：15

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