Introducing smooth amnesia to the memory of the Elephant Random Walk
Langue
en
Article de revue
Ce document a été publié dans
Electronic Communications in Probability. 2022-10-28, vol. 27
Institute of Mathematical Statistics (IMS)
Résumé en anglais
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 ...Lire la suite >
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.< Réduire
Mots clés en anglais
Elephant random walk
Almost sure convergence
Multi-dimensional martingales
Amnesic random walk
Asymptotic normality
Distributional convergence
Origine
Importé de halUnités de recherche