Abstract

This paper proves that the scaling limit of nearest-neighbour senile reinforced random walk is Brownian Motion when the time T spent on the first edge has finite mean. We show that under suitable conditions, when T has heavy tails the scaling limit is the so-called fractional kinetics process, a random time-change of Brownian motion. The proof uses the standard tools of time-change and invariance principles for additive functionals of Markov chains.

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