Strong invariance principle for a counterbalanced random walk

DOI10.1007/S11766-024-4718-ZMaRDI QIDQ6576560FDOQ6576560

Authors: Hui-qun Tan, Zhishui Hu, Liang Dong 

Publication date: 22 July 2024

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

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zbMATH Keywords

random walkmartingaleinvariance principle

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Cites Work

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• A martingale approach for the elephant random walk
• Scaling exponents of step-reinforced random walks
• The shark random swim. (Lévy flight with memory)
• Central limit theorem and related results for the elephant random walk
• A strong invariance principle for the elephant random walk
• Joint invariance principles for random walks with positively and negatively reinforced steps
• The enhanced strong invariance principle for the elephant random walk

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