Translator Disclaimer
2008 Urn-related random walk with drift $\rho x^\alpha / t^\beta$
Mikhail Menshikov, Stanislav Volkov
Author Affiliations +
Electron. J. Probab. 13: 944-960 (2008). DOI: 10.1214/EJP.v13-508

Abstract

We 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.

Citation

Download Citation

Mikhail Menshikov. Stanislav Volkov. "Urn-related random walk with drift $\rho x^\alpha / t^\beta$." Electron. J. Probab. 13 944 - 960, 2008. https://doi.org/10.1214/EJP.v13-508

Information

Accepted: 12 June 2008; Published: 2008
First available in Project Euclid: 1 June 2016

zbMATH: 1191.60086
MathSciNet: MR2413290
Digital Object Identifier: 10.1214/EJP.v13-508

Subjects:
Primary: 60G20
Secondary: 60K35

JOURNAL ARTICLE
17 PAGES


SHARE
Vol.13 • 2008
Back to Top