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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2013 Volume 282, Pages 42–51 (Mi tm3479)

Snakes and perturbed random walks

Gopal Basaka, Stanislav Volkovbc

a Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, India
b Department of Mathematics, University of Bristol, Bristol, UK
c Centre for Mathematical Sciences, Lund University, Lund, Sweden

Abstract: We study some properties of random walks perturbed at extrema, which are generalizations of the walks considered, e.g., by Davis (1999) and Tóth (1996). This process can also be viewed as a version of an excited random walk, recently studied by many authors. We obtain several properties related to the range of the process with infinite memory and prove the strong law, the central limit theorem, and the criterion for the recurrence of the perturbed walk with finite memory. We also state some open problems. Our methods are predominantly combinatorial and do not involve complicated analytic techniques.

UDC: 519.217.31

Received in April 2012

Language: English

DOI: 10.1134/S0371968513030047


 English version:
Proceedings of the Steklov Institute of Mathematics, 2013, 282, 35–44

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