Random walks veering left (Q388983)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Random walks veering left |
scientific article; zbMATH DE number 6247258
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Random walks veering left |
scientific article; zbMATH DE number 6247258 |
Statements
Random walks veering left (English)
0 references
17 January 2014
0 references
The authors study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle \(\theta\). Let such a walk be called \(S_n(\theta)\). By the central limit theorem, \(|S_n(\theta)|\) is, almost surely, of the order \(\sqrt{n}\). The authors show that the set of ``exceptional angles'', i.e., angles for which \(|S_n (\theta)| \) exceeds a certain larger threshold of the form \(\sqrt{2\alpha n \log n} \) infinitely often, is non-empty and even may have a positive Hausdorff dimension \((1 - \alpha) \vee 0 \). The motivation for the model comes from random matrix theory. The techniques developed are also used to study the boundary behavior of Gaussian analytic functions.
0 references
random walk
0 references
random matrix theory
0 references
exceptional angles
0 references
Hausdorff dimension
0 references
Gaussian analytic function
0 references
0.7118746042251587
0 references
0.7110754251480103
0 references
0.7061126828193665
0 references
0.7054474949836731
0 references
0.7008635997772217
0 references