Directionally reinforced random walks

DOI10.1006/AIMA.1996.0011MaRDI QIDQ1909934zbMATH OpenOpenAlexFDO

Authors Michael Monticino, R. Daniel Mauldin, Heinrich von Weizsäcker

Publication date 27 March 1996

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/642e0c994c233b3d51904d987ad43aa92f5ebb9d

zbMATH Keywords

recurrencereinforced random walksGaussian diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60) Sums of independent random variables; random walks (60G50)

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Cited in

(20)

• The speed of a general random walk reinforced by its recent history
• Persistent random walks. I. Recurrence versus transience
• Senile reinforced random walks
• Limit distributions of directionally reinforced random walks
• Recurrence of multidimensional persistent random walks. Fourier and series criteria
• Run-and-tumble motion: the role of reversibility
• Favorite sites of a persistent random walk
• Edge oriented reinforced random walks and RWRE
• Stopping the maximum of a correlated random walk, with cost for observation
• The Dirichlet random walk
• On a directionally reinforced random walk
• Level crossing probabilities. I: One-dimensional random walks and symmetrization
• Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks
• Optimal Buy/Sell Rules for Correlated Random Walks
• A Diffusion Limit for Generalized Correlated Random Walks
• Wind direction and strength as a two-dimensional random walk
• The directed edge reinforced random walk: the Ant Mill phenomenon
• Optimal stopping rules for correlated random walks with a discount
• Persistent random walks. II. Functional scaling limits
• Directing a random walker with optimal potentials

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