• 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