Central Limit Theorem For The Excited Random Walk In Dimension $d\geq 2$

Jean Berard (Université de Lyon)
Alejandro Ramirez (Pontificia Universidad Catolica de Chile)

Abstract


We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension $d\geq 2$.

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Pages: 303-314

Publication Date: October 3, 2007

DOI: 10.1214/ECP.v12-1317

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