Introducing smooth amnesia to the memory of the Elephant Random Walk
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | LAULIN, Lucile | |
| dc.date.accessioned | 2024-04-04T02:41:41Z | |
| dc.date.available | 2024-04-04T02:41:41Z | |
| dc.date.issued | 2022-10-28 | |
| dc.identifier.issn | 1083-589X | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191172 | |
| dc.description.abstractEn | This paper is devoted to the asymptotic analysis of the amnesic elephant random walk (AERW) using a martingale approach. More precisely, our analysis relies on asymptotic results for multidimensional martingales with matrix normalization. In the diffusive and critical regimes, we establish the almost sure convergence and the quadratic strong law for the position of the AERW. The law of iterated logarithm is given in the critical regime. The distributional convergences of the AERW to Gaussian processes are also provided. In the superdiffusive regime, we prove the distributional convergence as well as the mean square convergence of the AERW. | |
| dc.language.iso | en | |
| dc.publisher | Institute of Mathematical Statistics (IMS) | |
| dc.subject.en | Elephant random walk | |
| dc.subject.en | Almost sure convergence | |
| dc.subject.en | Multi-dimensional martingales | |
| dc.subject.en | Amnesic random walk | |
| dc.subject.en | Asymptotic normality | |
| dc.subject.en | Distributional convergence | |
| dc.title.en | Introducing smooth amnesia to the memory of the Elephant Random Walk | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1214/22-ECP495 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2204.10542 | |
| bordeaux.journal | Electronic Communications in Probability | |
| bordeaux.volume | 27 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-03644192 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-03644192v1 | |
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