Excited Brownian motions as limits of excited random walks
نویسندگان
چکیده
منابع مشابه
Perturbed Random Walks and Brownian Motions , and Local
This paper is based on two talks given by the author in the Albany meeting in the summer of 1997. The rst of these, which dealt with perturbed Brownian motion and random walk, is discussed in Section 1, and the second, which involved Brownian local times, is the subject of Section 2.
متن کاملPerturbed Random Walks and Brownian Motions, and Local Times
This paper is based on two talks given by the author in the Albany meeting in the summer of The rst of these which dealt with perturbed Brownian motion and random walk is discussed in Section and the second which involved Brownian local times is the subject of Section
متن کاملExcursions and Occupation times of Critical Excited Random Walks
We consider excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which occurs when the total expected drift δ at each site of the environment is equal to 1 in absolute value. Several crucial estimates for ERWs fail in the critical case and ...
متن کاملMultidimensional Sticky Brownian Motions as Limits of Exclusion Processes
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and the entire particle system is slowed down until the “collision” is resolved. We show that under diffusive scaling of space and time such processes converge to ...
متن کاملExcited Random Walk
A random walk on Z is excited if the first time it visits a vertex there is a bias in one direction, but on subsequent visits to that vertex the walker picks a neighbor uniformly at random. We show that excited random walk on Z is transient iff d > 1. 1. Excited Random Walk A random walk on Z is excited (with bias ε/d) if the first time it visits a vertex it steps right with probability (1 + ε)...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2011
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-011-0388-x