Moments of the superdiffusive elephant random walk with general step distribution
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Publication:2081106
DOI10.1214/22-ECP485MaRDI QIDQ2081106
Publication date: 12 October 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.00066
Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) (L^p)-limit theorems (60F25)
Cites Work
- Limit theorems for correlated Bernoulli random variables
- The shark random swim. (Lévy flight with memory)
- Universality of noise reinforced Brownian motions
- On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution
- The number of zeros in elephant random walks with delays
- Gaussian fluctuation for superdiffusive elephant random walks
- Hypergeometric identities arising from the elephant random walk
- Scaling exponents of step-reinforced random walks
- A generalized binomial distribution
- A martingale approach for the elephant random walk
- Asymptotics and Criticality for a Correlated Bernoulli Process
- Counting the zeros of an elephant random walk
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