Dr Conrado Da Costa conrado.da-costa@durham.ac.uk
Assistant Professor
Dr Conrado Da Costa conrado.da-costa@durham.ac.uk
Assistant Professor
Professor Mikhail Menshikov mikhail.menshikov@durham.ac.uk
Professor
Vadim Shcherbakov
Professor Andrew Wade andrew.wade@durham.ac.uk
Professor
We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present time. We describe how the model was motivated through an heuristic connection to a self-interacting, planar random walk which interacts with its own centre of mass via an excluded-volume mechanism, and is conjectured to be superdiffusive with a scale exponent 3 / 4 . The self-interacting process originated in discussions with Francis Comets.
da Costa, C., Menshikov, M., Shcherbakov, V., & Wade, A. (2024). Superdiffusive planar random walks with polynomial space–time drifts. Stochastic Processes and their Applications, 176, Article 104420. https://doi.org/10.1016/j.spa.2024.104420
Journal Article Type | Article |
---|---|
Acceptance Date | Jun 20, 2024 |
Online Publication Date | Jun 28, 2024 |
Publication Date | 2024-10 |
Deposit Date | Jun 20, 2024 |
Publicly Available Date | Jul 12, 2024 |
Journal | Stochastic Processes and their Applications |
Print ISSN | 0304-4149 |
Electronic ISSN | 1879-209X |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 176 |
Article Number | 104420 |
DOI | https://doi.org/10.1016/j.spa.2024.104420 |
Public URL | https://durham-repository.worktribe.com/output/2487640 |
Published Journal Article
(864 Kb)
PDF
Publisher Licence URL
http://creativecommons.org/licenses/by/4.0/
Dynamics of Finite Inhomogeneous Particle Systems with Exclusion Interaction
(2023)
Journal Article
Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
(2023)
Journal Article
Stochastic billiards with Markovian reflections in generalized parabolic domains
(2023)
Journal Article
Random walks avoiding their convex hull with a finite memory
(2019)
Journal Article
About Durham Research Online (DRO)
Administrator e-mail: dro.admin@durham.ac.uk
This application uses the following open-source libraries:
Apache License Version 2.0 (http://www.apache.org/licenses/)
Apache License Version 2.0 (http://www.apache.org/licenses/)
SIL OFL 1.1 (http://scripts.sil.org/OFL)
MIT License (http://opensource.org/licenses/mit-license.html)
CC BY 3.0 ( http://creativecommons.org/licenses/by/3.0/)
Powered by Worktribe © 2024
Advanced Search