On the central limit theorem for the elephant random walk with gradually increasing memory and random step size

被引:2
|
作者
Aguech, Rafik [1 ]
机构
[1] King Saud Univ, Dept Stat & Operat Res, Riyadh, Saudi Arabia
来源
AIMS MATHEMATICS | 2024年 / 9卷 / 07期
关键词
elephant random walk; central limit theorem; asymptotic normality; phase transition; martingale theory;
D O I
10.3934/math.2024865
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we investigate an extended version of the elephant random walk model. Unlike the traditional approach where step sizes remain constant, our model introduces a novel feature: step sizes are generated as a sequence of positive independent and identically distributed random variables, and the step of the walker at time n + 1 depends only on the steps of the walker between times 1 , ..., m(n), where ( mn)n >= 1 is a sequence of positive integers growing to infinity as n goes to infinity. Our main results deal with the validity of the central limit theorem for this new variation of the standard ERW model introduced by Schu<spacing diaeresis>tz and Trimper in 2004.
引用
收藏
页码:17784 / 17794
页数:11
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