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The scaling limit of senile reinforced random walk.

   
@article{ECP1449,
	author = {Mark Holmes},
	title = {The scaling limit of senile reinforced random walk.},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {},
	abstract = {This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean.  We show that under suitable conditions, when T has heavy tails the scaling limit is the so-called fractional kinetics process, a random time-change of Brownian motion.  The proof uses the standard tools of time-change and invariance principles for additive functionals of Markov chains.},
	pages = {no. 10, 104-115},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1449},    
        url = {http://ecp.ejpecp.org/article/view/1449}}