A strong invariance principle for the elephant random walk
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Publication:3302922
DOI10.1088/1742-5468/aa9680zbMath1457.82148arXiv1707.06905OpenAlexW2738199201WikidataQ105584676 ScholiaQ105584676MaRDI QIDQ3302922
Gunter M. Schütz, Cristian F. Coletti, Renato J. Gava
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.06905
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- Weak and \(L^p\)-invariance principles for sums of \(B\)-valued random variables
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- Current fluctuations in stochastic systems with long-range memory
- Probability with Martingales
- A martingale approach for the elephant random walk
- Central limit theorem and related results for the elephant random walk
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