Asymptotic Normality of Superdiffusive Step-Reinforced Random Walks

MaRDI QIDQ6357510zbMATH OpenFDO

Authors Marco Bertenghi

Publication date 4 January 2021

Abstract: In this article we establish for the superdiffusive regime $pin(1/2,1)$ that the fluctuations of a general step-reinforced random walk around $a_{n}hatW$, where $(a_n{)}_{ninmathbbN}$ is a non-negative sequence of order $n^p$ and $hatW$ is a non-degenerate random variable, is Gaussian. This extends a known result by Kubota and Takei for the elephant random walk to the more general setting of step-reinforced random walks. Further, we provide an application of the asymptotic normality of $hatS$ around $a_{n}hatW$ to reinforced empirical processes as studied recently by Bertoin, which yields a refined Donsker's invariance principle.

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