Excited Brownian motions as limits of excited random walks

DOI10.1007/s00440-011-0388-xzbMath1271.60052arXiv1009.5611MaRDI QIDQ1934358

Bruno Schapira, Olivier Raimond

Publication date: 28 January 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5611

zbMATH Keywords

process; excited random walks; excited Brownian motions

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60F17: Functional limit theorems; invariance principles

Related Items

Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it drift

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The connective constant of the honeycomb lattice equals \(\sqrt{2+\sqrt 2}\)
• A balanced excited random walk
• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
• Self-attracting diffusions: Case of the constant interaction
• On a general many-dimensional excited random walk
• Recurrence of reinforced random walk on a ladder
• On the speed of a cookie random walk
• A survey of random processes with reinforcement
• Positively and negatively excited random walks on integers, with branching processes
• Self-avoiding random walk: A Brownian motion model with local time drift
• The true self-repelling motion
• Vertex-reinforced random walk on \(\mathbb Z\) has finite range
• Excited random walk
• The Brownian web: characterization and convergence
• Boundedness and convergence of some self-attracting diffusions
• Vertex-reinforced random walk on \(\mathbb Z\) eventually gets stuck on five points.
• Self attracting diffusions: Two case studies
• The ``true self-avoiding walk with bond repulsion on \(\mathbb{Z}\): Limit theorems
• Random walks with occasionally modified transition probabilities
• Excited random walk against a wall
• Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
• Multi-excited random walks on integers
• Excited Brownian Motions
• Linearly edge-reinforced random walks