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# Elena Kosygina : Excited random walks

The idea behind excited random walks (ERWs), roughly speaking, is to take a well-known underlying process (such as, for example, simple symmetric random walk (SSRW)) and modify its transition probabilities for the "first few" visits to every site of the state space. These modifications can be deterministic or random. The resulting process is not markovian, and its properties can be very different from those of the underlying process. I shall give a short review of some of the known results for ERW (with SSRW as underlying process) on the d-dimensional integer lattice and then concentrate on a specific model for d=1. For this model we can give a complete picture including functional limit theorems.

**Category**: Probability**Duration**: 01:34:54**Date**: February 14, 2013 at 4:25 PM**Views**: 120-
**Tags:**seminar, Probability Seminar

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