Asymptotics of a two-dimensional sticky random walk
Bérard, Jean
HAL, hal-00012246 / Harvested from HAL
We study the asymptotic behavior of a Markov chain on $\mathbb{Z}^2$ that corresponds to the two-dimensional marginals of a reinforcement process on $\mathbb{Z}^{\mathbb{N}}$. Three distinct asymptotic regimes are identified, depending on the scaling of the reinforcement parameter $\Delta$ with respect to the number of steps performed by the chain.
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00012246,
     author = {B\'erard, Jean},
     title = {Asymptotics of a two-dimensional sticky random walk},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00012246}
}
Bérard, Jean. Asymptotics of a two-dimensional sticky random walk. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00012246/