Excited Brownian Motions

被引：0
|
作者：
Raimond, Olivier [1 ]
Schapira, Bruno [2 ]
机构：
[1] Univ Paris Ouest Nanterre Def, Lab ModalX, F-92000 Nanterre, France
[2] Univ Paris 11, Dept Math, F-91405 Orsay, France
来源：
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2011年 / 8卷
关键词：
Reinforced process; Excited process; Self-interacting process; Recurrence; Law of large numbers; RANDOM-WALKS; CONVERGENCE; DIFFUSIONS; TRANSIENCE; RECURRENCE;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. Condition under which a central limit theorem holds is also given. These results are analogous to the ones obtained for excited (or cookie) random walks.
引用
收藏
页码：19 / 41
页数：23
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