On the multi-dimensional elephant random walk

DOI10.1007/s10955-019-02282-8zbMath1421.62116arXiv1709.07345OpenAlexW2963478101MaRDI QIDQ2315149

Lucile Laulin, Bernard Bercu

Publication date: 1 August 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.07345

zbMATH Keywords

asymptotic normalityalmost sure convergenceelephant random walkmulti-dimensional martingales

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44)

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