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

页码：19 / 41

页数：23

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