Directionally Reinforced Random Walks

  title={Directionally Reinforced Random Walks},
  author={R. Daniel Mauldin and Michael Monticino and Heinrich v. Weizs{\"a}cker},
  journal={Advances in Mathematics},
Abstract This paper introduces and analyzes a class of directionally reinforced random walks. The work is motivated by an elementary model for time and space correlations in ocean surface wave fields. We develop some basic properties of these walks. For instance, we investigate recurrence properties and give conditions under which the limiting continuous versions of the walks are Gaussian diffusion processes. 

Limit Distributions of Directionally Reinforced Random Walks

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