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).
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页码：3269 / 3283
页数：15
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