Gaussian fluctuations of the elephant random walk with gradually increasing memory
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DOI: 10.1088/1751-8121/ad1c0d
Abstract: The elephant random walk (ERW) is a discrete-time random walk introduced by Schütz and Trimper (2004) in order to investigate how long-range memory affects the behavior of the random walk. Its particularity is that the… read more here.
Keywords: increasing memory; elephant random; walk; gradually increasing ... See more keywords