Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155547 | Stochastic Processes and their Applications | 2015 | 24 Pages |
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.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jonathon Peterson,