Article ID Journal Published Year Pages File Type
1155547 Stochastic Processes and their Applications 2015 24 Pages PDF
Abstract

We study the asymptotics of the probabilities of extreme slowdown events for transient one-dimensional excited random walks. That is, if {Xn}n≥0{Xn}n≥0 is a transient one-dimensional excited random walk and Tn=min{k:Xk=n}, we study the asymptotics of probabilities of the form P(Xn≤nγ)P(Xn≤nγ) and P(Tnγ≥n)P(Tnγ≥n) with γ<1γ<1. We show that there is an interesting change in the rate of decay of these extreme slowdown probabilities when γ<1/2γ<1/2.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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