Urn-related random walk with drift \(\rho x^{\alpha } / t^{\beta }\)
From MaRDI portal
Publication:1039038
DOI10.1214/EJP.v13-508zbMath1191.60086arXiv0711.2373MaRDI QIDQ1039038
Stanislav Volkov, Mikhail V. Menshikov
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.2373
Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)
Related Items (11)
Rate of escape and central limit theorem for the supercritical Lamperti problem ⋮ CONDITIONS FOR RECURRENCE AND TRANSIENCE FOR TIME-INHOMOGENEOUS BIRTH-AND-DEATH PROCESSES ⋮ Asymptotic results of a multiple-entry reinforcement process ⋮ Existence and asymptotic behaviour of some time-inhomogeneous diffusions ⋮ Random walk with barycentric self-interaction ⋮ Record statistics for a discrete-time random walk with correlated steps ⋮ On Bagchi–Pal urn models and related Pólya–Friedman ones ⋮ Variations of the elephant random walk ⋮ Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects ⋮ Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality ⋮ Linear competition processes and generalized Pólya urns with removals
This page was built for publication: Urn-related random walk with drift \(\rho x^{\alpha } / t^{\beta }\)