Moments of the superdiffusive elephant random walk with general step distribution

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2021-11-30 DOI:10.1214/22-ecp485

J. Kiss, B'alint VetHo

引用次数: 0

Abstract

We consider the elephant random walk with general step distribution. We cal-culate the ﬁrst four moments of the limiting distribution of the position rescaled by n α in the superdiﬀusive regime where α is the memory parameter. This extends the results obtained by Bercu in [Ber17].

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具有一般步长分布的超扩散大象随机漫步矩

我们考虑具有一般步长分布的大象随机漫步。我们计算了在超扩散状态下被n α重新标度的位置极限分布的前四阶矩，其中α是记忆参数。这扩展了Bercu在[Ber17]中得到的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.