Excited Brownian motions

zbMATH Open1276.60033arXiv0810.3538MaRDI QIDQ2863689FDOQ2863689

Authors: Olivier Raimond, Bruno Schapira 

Publication date: 3 December 2013

Published in: ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to results for excited (or cookie) random walks.

Full work available at URL: https://arxiv.org/abs/0810.3538

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zbMATH Keywords

law of large numbersrecurrencereinforced processself-interacting processexcited process

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Strong limit theorems (60F15) Zero-one laws (60F20)

Cited In (7)

• Long range one-cookie random walk with positive speed
• A functional limit theorem for excited random walks
• Central limit theorem for excited random walk in the recurrent regime
• On the speed of an excited asymmetric random walk
• Excited Brownian motions as limits of excited random walks
• Positively and negatively excited random walks on integers, with branching processes
• Greedy walk on the real line

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