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The scaling limit of senile reinforced random walk.


 
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1. Title Title of document The scaling limit of senile reinforced random walk.
 
2. Creator Author's name, affiliation, country Mark P Holmes; University of Auckland
 
3. Subject Discipline(s)
 
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4. Description 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.
 
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7. Date (YYYY-MM-DD) 2009-02-19
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1449
 
10. Identifier Digital Object Identifier 10.1214/ECP.v14-1449
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 14
 
12. Language English=en
 
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