Moments of the superdiffusive elephant random walk with general step distribution
Probability
2022-10-03 v2
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 in the superdiffusive regime where is the memory parameter. This extends the results obtained by Bercu.
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Cite
@article{arxiv.2112.00066,
title = {Moments of the superdiffusive elephant random walk with general step distribution},
author = {József Kiss and Bálint Vető},
journal= {arXiv preprint arXiv:2112.00066},
year = {2022}
}
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13 pages