Snakes and perturbed random walks

DOI10.1134/S0081543813060047MaRDI QIDQ2446212zbMATH OpenFDO

Authors Stanislav Volkov, Gopal K. Basak

Publication date 16 April 2014

Published in Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.0934

zbMATH Keywords

excited random walkperturbed random walk\(L\)-extremadrilling random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Abstract: In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {em excited random walk}, studied recently by many authors. We obtain a few properties related to the range of the process with infinite memory. We also prove the Strong law, Central Limit Theorem, and the criterion for the recurrence of the perturbed walk with finite memory.

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Cites work

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Cited in

(3)

• A monotonicity result for the range of a perturbed random walk
• Explicit laws for the records of the perturbed random walk on \(\mathbb{Z} \)
• scientific article; zbMATH DE number 1444754 (Why is no real title available?)

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