Cram\'{e}r moderate deviations for the elephant random walk

DOI10.1088/1742-5468/ABD942MaRDI QIDQ6337589arXivFDO

Authors Xiequan Fan, Haijuan Hu, X. H. Ma

Publication date 28 March 2020

Published in arXiv

Full work available at URL https://doi.org/10.1088/1742-5468/ABD942

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

arXiv classification

math.PR

Abstract: We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit theorems for the elephant random walk. Moreover, by these limit theorems, we conclude that the domain of attraction of normal distribution mainly depends on a memory parameter $p$ which lies between $0$ and $3/4.$

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