Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Let A mu(1),...,A mu (k) be d-dimensional probabilitymeasures in a'e (d) with mean 0. At each time we choose one of the measures based on the history of the process and take a step according to that measure. We give conditions for transience of such processes and also construct examples of recurrent processes of this type. In particular, in dimension 3 we give the complete picture: every walk generated by two measures is transient and there exists a recurrent walk generated by three measures.444841867Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)CNPq [300328/2005-2]FAPESP [2009/52379-8]