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 :
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