Multidimensional Walks with Random Tendency

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 regime, we obtain strong convergence to a non-Gaussian random vector and characterize its moments.

Más información

Título según WOS: Multidimensional Walks with Random Tendency
Título según SCOPUS: Multidimensional Walks with Random Tendency
Título de la Revista: Journal of Statistical Physics
Volumen: 181
Número: 4
Editorial: Springer
Fecha de publicación: 2020
Página final: 1148
Idioma: English
DOI:

10.1007/s10955-020-02621-0

Notas: ISI, SCOPUS