PublicaciĂłn: MULTIDIMENSIONAL WALKS WITH RANDOM TENDENCY
Fecha
2020
TĂtulo de la revista
ISSN de la revista
TĂtulo del volumen
Editor
JOURNAL OF STATISTICAL PHYSICS
Resumen
WE INTRODUCE A MULTIDIMENSIONAL WALK WITH MEMORY AND RANDOM TENDENCY. THE ASYMPTOTIC BEHAVIOUR IS CHARACTERIZED, PROVING A LAW OF LARGE NUMBERS AND SHOWING A PHASE TRANSITION FROM DIFFUSIVE TO SUPERDIFFUSIVE REGIMES. IN FIRST CASE, WE OBTAIN A FUNCTIONAL LIMIT THEOREM TO GAUSSIAN VECTORS. IN SUPERDIFFUSIVE REGIME, WE OBTAIN STRONG CONVERGENCE TO A NON-GAUSSIAN RANDOM VECTOR AND CHARACTERIZE ITS MOMENTS.
