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 Electronic Communications in Probability > Vol. 12 (2007) > Paper 30 open journal systems 


Central Limit Theorem For The Excited Random Walk In Dimension d≥2

Jean Berard, Université de Lyon
Alejandro Ramirez, Pontificia Universidad Catolica de Chile


Abstract
We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension d≥2


Full text: PDF

Pages: 303-314

Published on: October 3, 2007
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Electronic Communications in Probability. ISSN: 1083-589X