Invariance principle for biased bootstrap random walks

DOI10.1016/J.SPA.2018.03.022MaRDI QIDQ1730935zbMATH OpenOpenAlexFDO

Authors Andrea Collevecchio, K. Hamza, Yunxuan Liu

Publication date 6 March 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.07920

zbMATH Keywords

bootstrap random walksfunctional limit theoremrandom walks

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50)

Abstract: Our main goal is to study a class of processes whose increments are generated via a cellular automata rule. Given the increments of a simple biased random walk, a new sequence of (dependent) Bernoulli random variables is produced. It is built, from the original sequence, according to a cellular automata rule. Equipped with these two sequences, we construct two more according to the same cellular automata rule. The construction is repeated a fixed number of times yielding an infinite array ($-K,ldots,KimesN$) of (dependent) Bernoulli random variables. %In turn, using this new sequence as input, we reiterate a construction of a new sequence. %This process is repeated a finite number of times resulting in an infinite array, herein called the "downward process", of highly dependent Bernoulli random variables. The process of taking partial products can be reversed allowing to construct new sequences, herein called the "upward process", the characteristics of which are different from the downward process. Taking partial sums of these sequences, we obtain a $(2K+1)$-dimensional process whose increments belong to the state space ${-1,1}^{2K+1}$. The aim of the paper is to study the long term behaviour of this process. In particular, we establish transience/recurrence properties and prove an invariance principle. The limiting behaviour of these processes depends strongly on the direction of the iteration, and exhibits few surprising features. This work is motivated by an earlier investigation in which the starting sequence is symmetric.

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Cites work

• Bootstrap random walks
• Cesàro mean distribution of group automata starting from measures with summable decay
• scientific article; zbMATH DE number 3602448 (Why is no real title available?)
• Markov chains and stochastic stability
• Percolation on the three dot system
• Probability. Theory and examples.

Cited in

(5)

• Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018
• Limit theorems and ergodicity for general bootstrap random walks
• Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension
• Bootstrap random walks
• Strong convergence to two-dimensional alternating Brownian motion processes

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