The general correlated random walk

DOI10.2307/3215313zbMath0814.60065OpenAlexW2331959787MaRDI QIDQ4322042

Anyue Chen, Renshaw, Eric

Publication date: 18 June 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215313

zbMATH Keywords

characteristic functioncorrelated random walk

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Related Items (12)

Optimal stopping rules for correlated random walks with a discount ⋮ Gillis' Random Walks on Graphs ⋮ Reflection principle for finite-velocity random motions ⋮ On the level sets of the Takagi-van der Waerden functions ⋮ Kinetic walks for sampling ⋮ Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model ⋮ Decomposing correlated random walks on common and counter movements ⋮ Limit Theorems and Absorption Problems for One-Dimensional Correlated Random Walks ⋮ Optimal Buy/Sell Rules for Correlated Random Walks ⋮ Non-homogeneous random walks on a semi-infinite strip ⋮ A Diffusion Limit for Generalized Correlated Random Walks ⋮ Conservative random walk

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