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arXiv · 2004.04033

Multidimensional walks with random tendency

Manuel González-Navarrete
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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.

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BibTeXRIS

Manuel González-Navarrete. 2020-04-08. Multidimensional walks with random tendency. https://doi.org/10.1007/s10955-020-02621-0

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