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Superdiffusive planar random walks with polynomial space–time drifts.

Authors :
da Costa, Conrado
Menshikov, Mikhail
Shcherbakov, Vadim
Wade, Andrew
Source :
Stochastic Processes & Their Applications. Oct2024, Vol. 176, pN.PAG-N.PAG. 1p.
Publication Year :
2024

Abstract

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present time. We describe how the model was motivated through an heuristic connection to a self-interacting, planar random walk which interacts with its own centre of mass via an excluded-volume mechanism, and is conjectured to be superdiffusive with a scale exponent 3 / 4. The self-interacting process originated in discussions with Francis Comets. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
176
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
179322789
Full Text :
https://doi.org/10.1016/j.spa.2024.104420