Multidimensional walks with random tendency
Probability
2020-10-09 v2 Mathematical Physics
math.MP
Abstract
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we obtain a functional limit theorem to Gaussian vectors. In superdiffusive, we obtain strong convergence to a non-Gaussian random vector and characterize its moments.
Cite
@article{arxiv.2004.04033,
title = {Multidimensional walks with random tendency},
author = {Manuel González-Navarrete},
journal= {arXiv preprint arXiv:2004.04033},
year = {2020}
}