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
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A random walk on ZZ with drift driven by its occupation time at zero A random walk on ZZ with drift driven by its occupation time at zero](/preview/png/1155951.png)
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
Journal: Stochastic Processes and their Applications - Volume 119, Issue 8, August 2009, Pages 2682–2710
نویسندگان
Iddo Ben-Ari, Mathieu Merle, Alexander Roitershtein,