Graph explorer

Excited Brownian Motions

We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to results for excited (or cookie) random walks.

4 nodes3 linksoverview previewExcited Brownian Motions
4 nodes3 links
Excited Brownian Motions4 visible / 4 total nodes / 4 links
Co-authorshipAuthorshipAuthorshipTopic signalWExcited Brownian Motionspreprint / 2010AOlivier RaimondResearcherABruno SchapiraResearcherTmath.PR7239 works
PaperSignal 103 links

Excited Brownian Motions

preprint / 2010

Open