Urn-related random walk with drift $ρx^α / t^β$

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dc.creatorMenshikov, Mikhail
dc.creatorVolkov, Stanislav
dc.date2007-11-15
dc.date.accessioned2026-07-07T08:43:05Z
dc.date.available2026-07-07T08:43:05Z
dc.descriptionWe study a one-dimensional random walk whose expected drift depends both on time and the position of a particle. We establish a non-trivial phase transition for the recurrence vs. transience of the walk, and show some interesting applications to Friedman's urn, as well as showing the connection with Lamperti's walk with asymptotically zero drift.
dc.description23 pages
dc.identifierhttps://arxiv.org/abs/0711.2373
dc.identifierhttp://arxiv.org/abs/0711.2373
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142191
dc.subjectProbability
dc.subject60G20, 60K35
dc.titleUrn-related random walk with drift $ρx^α / t^β$
dc.typetext

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