<p>For the elephant random walk, namely, the elephant random walk with deterministic step sizes, rates of moment convergence have been obtained by Hayashi, Oshiro and Takei [J. Stat. Mech. Theory Exp., 2023]. In this paper, we extend above results to the elephant random walk with random step sizes, namely, we obtained rates of moment convergence for the position of the walker when memory parameter <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\alpha \in (-1, 1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mo>-</mo> <mn>1</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Moment Convergence Rate of Elephant Random Walk with Random Step Sizes

  • Xulan Huang,
  • Xiequan Fan,
  • Chao Liu,
  • Kainan Xiang

摘要

For the elephant random walk, namely, the elephant random walk with deterministic step sizes, rates of moment convergence have been obtained by Hayashi, Oshiro and Takei [J. Stat. Mech. Theory Exp., 2023]. In this paper, we extend above results to the elephant random walk with random step sizes, namely, we obtained rates of moment convergence for the position of the walker when memory parameter \(\alpha \in (-1, 1)\) α ( - 1 , 1 ) .