New insights on the reinforced Elephant Random Walk using a martingale approach
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | LAULIN, Lucile | |
| dc.date.accessioned | 2024-04-04T02:46:15Z | |
| dc.date.available | 2024-04-04T02:46:15Z | |
| dc.date.issued | 2022 | |
| dc.identifier.issn | 0022-4715 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191532 | |
| dc.description.abstractEn | This paper is devoted to the asymptotic analysis of the reinforced elephant random walk (RERW) using a martingale approach. In the diffusive and critical regimes, we establish the almost sure convergence, the law of iterated logarithm and the quadratic strong law for the RERW. The distributional convergences of the RERW to some Gaussian processes are also provided. In the superdiffusive regime, we prove the distributional convergence as well as the mean square convergence of the RERW. All our analysis relies on asymptotic results for multi-dimensional martingales with matrix normalization. | |
| dc.language.iso | en | |
| dc.publisher | Springer Verlag | |
| dc.title.en | New insights on the reinforced Elephant Random Walk using a martingale approach | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1007/s10955-021-02834-x | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.subject.hal | Physique [physics]/Physique [physics]/Analyse de données, Statistiques et Probabilités [physics.data-an] | |
| dc.identifier.arxiv | 2012.14789 | |
| bordeaux.journal | Journal of Statistical Physics | |
| bordeaux.page | 9 | |
| bordeaux.volume | 186 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.issue | 1 | |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-03082212 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-03082212v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal%20of%20Statistical%20Physics&rft.date=2022&rft.volume=186&rft.issue=1&rft.spage=9&rft.epage=9&rft.eissn=0022-4715&rft.issn=0022-4715&rft.au=LAULIN,%20Lucile&rft.genre=article |
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
|
There are no files associated with this item. |
|||