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arXiv · 2112.00066

Moments of the superdiffusive elephant random walk with general step distribution

József Kiss·Bálint Vető
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Abstract

We consider the elephant random walk with general step distribution. We calculate the first four moments of the limiting distribution of the position rescaled by $n^\alpha$ in the superdiffusive regime where $\alpha$ is the memory parameter. This extends the results obtained by Bercu.

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József Kiss, Bálint Vető. 2021-11-30. Moments of the superdiffusive elephant random walk with general step distribution. https://arxiv.org/abs/2112.00066

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