Manuel González-Navarrete , Rodrigo Lambert , Víctor Hugo Vázquez-Guevara
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On the asymptotic analysis of lazy reinforced random walks: A martingale approach
We provide a comprehensive characterization of the limiting behavior of lazy reinforced random walks (LRRW's). These random walks exhibit three distinct phases: diffusive, critical, and superdiffusive. Using a martingale theory approach, we establish proper versions of the law of large numbers, the almost sure convergence to even moments of Gaussian distribution, the law of the iterated logarithm, the almost sure central limit theorem, and the functional central limit theorem for the diffusive and critical regimes. In the superdiffusive regime, we demonstrate strong convergence to a random variable, as well as a central limit theorem and a law of the iterated logarithm for the fluctuations.
期刊介绍:
The Journal of Mathematical Analysis and Applications presents papers that treat mathematical analysis and its numerous applications. The journal emphasizes articles devoted to the mathematical treatment of questions arising in physics, chemistry, biology, and engineering, particularly those that stress analytical aspects and novel problems and their solutions.
Papers are sought which employ one or more of the following areas of classical analysis:
• Analytic number theory
• Functional analysis and operator theory
• Real and harmonic analysis
• Complex analysis
• Numerical analysis
• Applied mathematics
• Partial differential equations
• Dynamical systems
• Control and Optimization
• Probability
• Mathematical biology
• Combinatorics
• Mathematical physics.