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arXiv · 2005.07288

Limit theorems for a random walk with memory perturbed by a dynamical system

Cristian F. Coletti·Lucas R. de Lima·Renato J. Gava·Denis A. Luiz
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Abstract

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.

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Cristian F. Coletti, Lucas R. de Lima, Renato J. Gava, Denis A. Luiz. 2020-05-14. Limit theorems for a random walk with memory perturbed by a dynamical system. https://doi.org/10.1063/5.0014940

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