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Go Tokumitsu

Publications and source records attributed to Go Tokumitsu.

4 recordsLinked to original sources

Elephant Random Walk Conditioned to Avoid Zero

We investigate the long-time limit of an elephant random walk conditioned to avoid zero and show that the resulting process admits a Skorokhod-type embedding into a three-dimensional Bessel process. Using this embedding, we further establish several limit theorems for the conditioned elephant random walk, including a scaling limit to a deterministically rescaled and time-changed three-dimensional Bessel process, and a law of the iterated logarithm.

math.PR

Limit theorems for the fluctuation of the dynamic elephant random walk in the superdiffusive case

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale convergence theorem, we prove the Central Limit Theorem and the Law of Iterated Logarithm, where a random drift is subtracted from the process considered.

math.PR