A class of non-reversible hypercube long-range random walks and Bernoulli autoregression

DOI10.1007/s10959-022-01162-4arXiv2201.12435OpenAlexW4211058802MaRDI QIDQ6046201

Robert C. Griffiths, Andrea Collevecchio

Publication date: 16 May 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.12435

zbMATH Keywords

Krawtchouk polynomialsBernoulli autoregressiongeneral random walks on the hypercube

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)

Cites Work

• Some representations of the multivariate Bernoulli and binomial distributions
• Representation of multivariate Bernoulli distributions with a given set of specified moments
• A class of random walks on the hypercube
• Bernoulli vector autoregressive model
• EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS