Limit theorems and ergodicity for general bootstrap random walks

DOI10.1214/22-EJP818WikidataQ113751952 ScholiaQ113751952MaRDI QIDQ2082656

Meng Shi, Kais Hamza, Andrea Collevecchio, Ruth J. Williams

Publication date: 4 October 2022

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

Full work available at URL: https://arxiv.org/abs/2010.16000

zbMATH Keywords

functional limit theoremsrandom walksergodicitylong memoryLévy transformation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Measure-preserving transformations (28D05) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Bootstrap random walks
• Random times and enlargements of filtrations in a Brownian setting.
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• Turning a coin over instead of tossing it
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• Continuity of utility maximization under weak convergence
• Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension
• Gaussian fluctuation for superdiffusive elephant random walks
• The coin-turning walk and its scaling limit
• Some Sufficient Conditions for the Ergodicity of the Lévy Transformation
• Probability with Martingales
• A random walk analogue of Lévy’s Theorem

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