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Directionally Reinforced Random Walks

✍ Scribed by R.Daniel Mauldin; Michael Monticino; Heinrich von Weizsäcker

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
436 KB
Volume
117
Category
Article
ISSN
0001-8708

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✦ Synopsis

This paper introduces and analyzes a class of directionally reinforced random walks. The work is motivated by an elementary model for time and space correlations in ocean surface wave fields. We develop some basic properties of these walks. For instance, we investigate recurrence properties and give conditions under which the limiting continuous versions of the walks are Gaussian diffusion processes.

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