68 citations
- Centre de Recherche en Économie et StatistiqueFR25 papers
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- Institut de recherche mathématique de RennesFR11 papers
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- Centre National de la Recherche ScientifiqueFR10 papers
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- Institut National des Sciences Appliquées de RennesFR3 papers
- Orange (France)FR3 papers
- Université Paris-SaclayFR3 papers
- Astrophysique, Instrumentation et ModélisationFR2 papers
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math.PR2017
Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
Peggy Cénac, Basile De Loynes, Yoann Offret +1
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{é}vy walks…
math.PR2016
Persistent random walks. II. Functional Scaling Limits
Peggy Cénac, Arnaud Le Ny, Basile De Loynes +1
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurr…