Title of article
A random walk on with drift driven by its occupation time at zero
Author/Authors
Ben-Ari، نويسنده , , Iddo and Merle، نويسنده , , Mathieu and Roitershtein، نويسنده , , Alexander، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
29
From page
2682
To page
2710
Abstract
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.
Keywords
Limit theorems , Renewal theorem , Regular variation , Oscillating random walks , Invariance principle , Excursions of random walks , Kakutani’s dichotomy
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578167
Link To Document