Snakes and perturbed random walks

Details Snakes and perturbed random walks Snakes and perturbed random walks

2011-12-05

arxiv.org/abs/1112.0934v1

Mathematics

Probability

Scientific paper

In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewed as a version of {\em excited random walk}, studied recently by many authors. We obtain a few properties related to the range of the process with infinite memory. We also prove the Strong law, Central Limit Theorem, and the criterion for the recurrence of the perturbed walk with finite memory.

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