1. Directionally Reinforced Random Walks
- Author
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Michael Monticino, Heinrich von Weizsäcker, and R. Daniel Mauldin
- Subjects
Discrete mathematics ,Class (set theory) ,Diffusion (acoustics) ,Mathematics(all) ,Spacetime ,General Mathematics ,Gaussian ,010102 general mathematics ,Limiting ,Random walk ,01 natural sciences ,010104 statistics & probability ,symbols.namesake ,Wind wave ,symbols ,14. Life underwater ,Statistical physics ,0101 mathematics ,Mathematics - Abstract
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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