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arXiv · 1111.1253

On a directionally reinforced random walk

Arka Ghosh·Reza Rasxtegar·Alexander Roitershtein
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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).

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Arka Ghosh, Reza Rasxtegar, Alexander Roitershtein. 2011-11-04. On a directionally reinforced random walk. https://arxiv.org/abs/1111.1253

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