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Limit theorems for a random walk with memory perturbed by a dynamical system
Journal of Mathematical Physics ( IF 1.3 ) Pub Date : 2020-10-01 , DOI: 10.1063/5.0014940
Cristian F. Coletti 1 , Lucas R. de Lima 1 , Renato J. Gava 2 , Denis A. Luiz 1
Affiliation  

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of the increments of the resulting random process is time dependent. We prove a strong law of large numbers for the DERW and, in a particular case, we provide an explicit expression for its speed. Finally, we give sufficient conditions for the central limit theorem and the law of the iterated logarithm to hold.

中文翻译:

内存受动态系统扰动的随机游走的极限定理

我们引入了一种具有无限内存的新随机游走,它是 Elephant Random Walk 和 Dynamic Random Walk 的混合体,我们称之为 Dynamic Elephant Random Walk (DERW)。由于这种混合,所产生的随机过程的增量分布与时间有关。我们证明了 DERW 的强大的大数定律,并且在特定情况下,我们为其速度提供了明确的表达式。最后,我们给出了中心极限定理和迭代对数定律成立的充分条件。
更新日期:2020-10-01
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