The enhanced strong invariance principle for the elephant random walk

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS(2024)

引用 1|浏览0
暂无评分
摘要
The elephant random walk (ERW) is a discrete-time random walk on Z with a memory about the whole past. It has been shown that the asymptotic behavior of the ERW depends heavily on a memory parameter 0 <= p <= 1. In this work, we establish the strong invariance principle for the ERW in the diffusive regime 0 <= p < 3/4 and the critical regime p = 3/4, which enhances the known results of Coletti, Gava and Schutz.
更多
查看译文
关键词
elephant random walk,long-range memory,strong invariance principle,Skorohod embedding theorem
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要