A class of non-reversible hypercube long-range random walks and Bernoulli autoregression

DOI10.1007/S10959-022-01162-4MaRDI QIDQ6046201zbMATH OpenOpenAlexFDO

Authors Andrea Collevecchio, Robert Griffiths

Publication date 16 May 2023

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2201.12435

zbMATH Keywords

Bernoulli autoregressiongeneral random walks on the hypercubeKrawtchouk polynomials

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov processes: estimation; hidden Markov models (62M05)

Abstract: We study a large class of long-range random walks which take values on the vertices of an N dimensional hypercube. These processes are connected with multivariate Bernoulli autoregression.

Cites work

• A class of random walks on the hypercube
• Bernoulli vector autoregressive model
• Exchangeable pairs of Bernoulli random variables, Krawtchouck polynomials, and Ehrenfest urns
• Representation of multivariate Bernoulli distributions with a given set of specified moments
• Some representations of the multivariate Bernoulli and binomial distributions

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