Noise reinforced Lévy processes: Lévy-Itô decomposition and applications

DOI10.1214/23-EJP1045zbMath1528.60040arXiv2210.00564OpenAlexW4389318260MaRDI QIDQ6177571

Alejandro Rosales-Ortiz

Publication date: 17 January 2024

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

Full work available at URL: https://arxiv.org/abs/2210.00564

zbMATH Keywords

limit theoremLévy processreinforcementelephant random walknoise reinforced random walk

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

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• Functional limit theorems for the multi-dimensional elephant random walk
• Random walks with preferential relocations and fading memory: a study through random recursive trees
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