On a directionally reinforced random walk
Probability
2011-11-08 v1
Abstract
We consider a generalized version of a directionally reinforced random walk, which was originally introduced by Mauldin, Monticino, and von Weizs\"{a}cker in \cite{drw}. Our main result is a stable limit theorem for the position of the random walk in higher dimensions. This extends a result of Horv\'{a}th and Shao \cite{limits} that was previously obtained in dimension one only (however, in a more stringent functional form).
Cite
@article{arxiv.1111.1253,
title = {On a directionally reinforced random walk},
author = {Arka Ghosh and Reza Rasxtegar and Alexander Roitershtein},
journal= {arXiv preprint arXiv:1111.1253},
year = {2011}
}