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 |