Abstract
We consider two continuous-time generalizations of conservative random walks introduced in Englander and Volkov (2022), an orthogonal and a spherically symmetrical one; the latter model is also known as random flights. For both models, we show the transience of the walks when d ≥ 2 and that the rate of direction changing follows a power law t-α, 0 < α ≤ 1, or the law (In t)-β where β ≥ 2.
| Original language | English |
|---|---|
| Pages (from-to) | 153-171 |
| Journal | Journal of Applied Probability |
| Volume | 62 |
| Issue number | 1 |
| Early online date | 2024 |
| DOIs | |
| Publication status | Published - 2025 |
Subject classification (UKÄ)
- Probability Theory and Statistics
Free keywords
- conservative random walk
- non-time-homogeneous Markov chain
- Random flight
- recurrence
- transience
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