The speed of a general random walk reinforced by its recent history

DOI10.1016/J.SPA.2020.01.017zbMATH Open1456.60109arXiv1709.02215OpenAlexW3003584805MaRDI QIDQ2186648FDOQ2186648

Authors: Ross G. Pinsky 

Publication date: 9 June 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We consider several variants of a class of random walks whose increment distributions depend on the average value of the process over its most recent $N$ steps. We investigate the speed of the process, and in particular, the limiting speed as the "history window" $Noinfty$.

Full work available at URL: https://arxiv.org/abs/1709.02215

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zbMATH Keywords

Legendre-Fenchel transformrandom walk with reinforcementCramér's theorem

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50)

Cites Work

• Title not available (Why is that?)
• Correlation inequalities on some partially ordered sets
• A survey of random processes with reinforcement
• Excited random walks: results, methods, open problems
• The speed of a random walk excited by its recent history

Cited In (4)

• Title not available (Why is that?)
• Scaling exponents of step-reinforced random walks
• History-dependent random processes
• The speed of a random walk excited by its recent history

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