Rates of convergence in the central limit theorem for the elephant random walk with random step sizes

DOI10.1007/s10955-023-03168-6zbMath1523.60051arXiv2302.06311OpenAlexW4383997275MaRDI QIDQ6062720

Haijuan Hu, Florence Merlevède, Jérôme Dedecker, Xiequan Fan

Publication date: 6 November 2023

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

Full work available at URL: https://arxiv.org/abs/2302.06311

zbMATH Keywords

law of the iterated logarithm central limit theorem Berry-Esseen bounds normal approximations elephant random walk Wassertein's distance

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (1)

Gaussian fluctuations of the elephant random walk with gradually increasing memory

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