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A martingale approach for the elephant random walk. (arXiv:1707.04130v1 [math.PR])

来源于:arXiv
The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$ which lies between zero and one. This behavior is totally different in the diffusive regime $0 \leq p <3/4$, the critical regime $p=3/4$, and the superdiffusive regime $3/4<p \leq 1$. Notwithstanding of this trichotomy, we provide some new results on the almost sure convergence and the asymptotic normality of the ERW. 查看全文>>