Article by Clifford, P. and Stirzaker, D.

Ulam has defined a history-dependent random sequence by the recursion Xn+1=Xn+XU(n), where (U(n); n[≥]1) is a sequence of independent random variables with U(n) uniformly distributed on {1, ..., n} and X1=1. We introduce a new class of continuous-time history-dependent random...

URL: http://rspa.royalsocietypublishing.org/content/464/2093/1105

Entry: http://read.somethingorotherwhatever.com/entry/Clifford2008