Complementary asymptotic analysis for a minimal random walk
Probability
2024-04-26 v1
Abstract
We discuss a complementary asymptotic analysis of the so called minimal random walk. More precisely, we present a version of the almost sure central limit theorem as well as a generalization of the recently proposed quadratic strong laws. In addition, alternative demonstrations of the functional limit theorems will be supplied based on a P\'olya urn scheme instead of a martingale approach.
Cite
@article{arxiv.2404.16800,
title = {Complementary asymptotic analysis for a minimal random walk},
author = {Cristian F. Coletti and Manuel González-Navarrete and Víctor Hugo Vázquez Guevara},
journal= {arXiv preprint arXiv:2404.16800},
year = {2024}
}