Elephant random walk with polynomially decaying steps
From MaRDI portal
Cites work
- A martingale approach for the elephant random walk
- A strong invariance principle for the elephant random walk
- Central limit theorem and related results for the elephant random walk
- Counterbalancing steps at random in a random walk
- Cramér's moderate deviations for martingales with applications
- Einige Sätze über Reihen von allgemeinen Orthogonalfunktionen.
- Gaussian fluctuation for superdiffusive elephant random walks
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3502497 (Why is no real title available?)
- scientific article; zbMATH DE number 3278887 (Why is no real title available?)
- On central limit and iterated logarithm supplements to the martingale convergence theorem
- Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
- Recurrence and transience of multidimensional elephant random walks
- Scaling exponents of step-reinforced random walks
- Strong approximations in the almost sure central limit theorem and limit behavior of the center of mass
- Strong limit theorems for step-reinforced random walks
- The shark random swim. (Lévy flight with memory)
- Universality of noise reinforced Brownian motions
- Über Konvergenz von Reihen, deren Glieder durch den Zufall bestimmt werden.
Cited in
(3)- Elephant random walks with multiple extractions and general reinforcement functions
- Limit theorems for elephant random walks remembering the very recent past, with applications to the Takagi-van der Waerden class functions
- A model of opinion dynamics evolving via a preferential attachment mechanism involving multiple extractions
This page was built for publication: Elephant random walk with polynomially decaying steps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6955534)
