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

DOI10.1016/J.SPA.2020.01.017MaRDI QIDQ2186648zbMATH OpenOpenAlexFDO

Authors Ross G. Pinsky

Publication date 9 June 2020

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

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

zbMATH Keywords

Cramér's theoremLegendre-Fenchel transformrandom walk with reinforcement

Mathematics Subject Classification ID

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

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" $Noinfty$.

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Cites work

• A survey of random processes with reinforcement
• Correlation inequalities on some partially ordered sets
• Excited random walks: results, methods, open problems
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• The speed of a random walk excited by its recent history

Cited in

(4)

• Scaling exponents of step-reinforced random walks
• The speed of a random walk excited by its recent history
• History-dependent random processes
• scientific article; zbMATH DE number 1827973 (Why is no real title available?)

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