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

Ross G. Pinsky

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

Probability 2019-03-29 v2

Authors: Ross G. Pinsky

Abstract

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" $N\to\infty$ .

Keywords

random walks reinforced random walks increment distributions history window limiting speed probability theory

Cite

@article{arxiv.1709.02215,
  title  = {The speed of a general random walk reinforced by its recent history},
  author = {Ross G. Pinsky},
  journal= {arXiv preprint arXiv:1709.02215},
  year   = {2019}
}

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