arXiv Open Access 2017

The speed of a general random walk reinforced by its recent history

Ross G. Pinsky

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Abstrak

We consider several variants of a class of random walks whose increment distributions depend on the average value of the process over its most recent $N$ steps. We investigate the speed of the process, and in particular, the limiting speed as the "history window" $N\to\infty$.

Topik & Kata Kunci

math.PR

Penulis (1)

Ross G. Pinsky

Format Sitasi

APA MLA BibTeX

Pinsky, R.G. (2017). The speed of a general random walk reinforced by its recent history. https://arxiv.org/abs/1709.02215

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Informasi Jurnal

Tahun Terbit: 2017
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓