کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155951 958787 2009 29 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A random walk on ZZ with drift driven by its occupation time at zero
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
A random walk on ZZ with drift driven by its occupation time at zero
چکیده انگلیسی

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes according to the rate of decay of the drift. In particular, when the rate is sufficiently slow, the position of the random walk, properly normalized, converges to a symmetric exponential law. In this regime, in contrast to the classical case, the range of the walk scales differently from its position.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 8, August 2009, Pages 2682–2710
نویسندگان
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