On a random process interpolating between Markovian and non-Markovian random walks

Abstract

The authors give the exact solution in one dimension of the continuum analogue of a model of Stanley et al. (1983) which interpolates between Markovian (Polya) and self-avoiding random walks on lattices, and make some heuristic comments on the nature of phase transitions in the model in higher dimensions. © 1984 IOP Publishing Ltd.