The Annals of Probability

Correlated Random Walks

Edward A. Bender and L. Bruce Richmond

Full-text: Open access

Abstract

We consider random walks on lattices with finite memory and a finite number of possible steps. Using a local limit theorem, we generalize Polya's theorem to such walks, describe how to compute tail probabilities when the number of steps is large, and obtain asymptotic estimates for the average number of points visited.

Article information

Source
Ann. Probab., Volume 12, Number 1 (1984), 274-278.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993392

Digital Object Identifier
doi:10.1214/aop/1176993392

Mathematical Reviews number (MathSciNet)
MR723748

Zentralblatt MATH identifier
0542.60067

JSTOR
links.jstor.org

Subjects
Primary: 60J15
Secondary: 60C05: Combinatorial probability

Keywords
Correlated random walks lattices tail probabilities asymptotic estimates

Citation

Bender, Edward A.; Richmond, L. Bruce. Correlated Random Walks. Ann. Probab. 12 (1984), no. 1, 274--278. doi:10.1214/aop/1176993392. https://projecteuclid.org/euclid.aop/1176993392


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