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2013 Random walks veering left
Raoul Normand, Bálint Virág
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Electron. J. Probab. 18: 1-25 (2013). DOI: 10.1214/EJP.v18-2523

Abstract

We study coupled random walks in the plane such that, at each step, the walks change direction by a uniform random angle plus an extra deterministic angle $\theta$. We compute the Hausdorff dimension of the $\theta$ for which the walk has an unusual behavior. This model is related to a study of the spectral measure of some random matrices. The same techniques allow to study the boundary behavior of some Gaussian analytic functions.

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Raoul Normand. Bálint Virág. "Random walks veering left." Electron. J. Probab. 18 1 - 25, 2013. https://doi.org/10.1214/EJP.v18-2523

Information

Accepted: 21 October 2013; Published: 2013
First available in Project Euclid: 4 June 2016

zbMATH: 1296.60117
MathSciNet: MR3126572
Digital Object Identifier: 10.1214/EJP.v18-2523

Subjects:
Primary: 60G50
Secondary: 60B20

JOURNAL ARTICLE
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Vol.18 • 2013
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