Directionally reinforced random walks (Q1909934)

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Directionally reinforced random walks
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    Directionally reinforced random walks (English)
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    27 March 1996
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    A class of directionally reinforced random walks is studied. More precisely the reinforcement is on the current direction that the walk is moving, and once the walk changes direction the previous reinforcement is forgotten and the new direction is reinforced. This model approximates the relaxation of reinforcement in a previous direction of motion observed in ocean wave fields. Recurrence properties of these random walks are investigated; the authors give also conditions under which the limiting continuous version of the walks are Gaussian diffusion process.
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    recurrence
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    reinforced random walks
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    Gaussian diffusion process
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