Cramér moderate deviations for the elephant random walk. Issue 2 (10th February 2021)
- Record Type:
- Journal Article
- Title:
- Cramér moderate deviations for the elephant random walk. Issue 2 (10th February 2021)
- Main Title:
- Cramér moderate deviations for the elephant random walk
- Authors:
- Fan, Xiequan
Hu, Haijuan
Ma, Xiaohui - Abstract:
- Abstract: We establish some limit theorems for the elephant random walk (ERW), including Berry–Esseen's bounds, Cramér moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit theorem for the ERW. Moreover, by these limit theorems, we conclude that the convergence rate of normal approximations and the domain of attraction of normal distribution mainly depend on a memory parameter p which lies between 0 and 3/4.
- Is Part Of:
- Journal of statistical mechanics. Issue 2(2021)
- Journal:
- Journal of statistical mechanics
- Issue:
- Issue 2(2021)
- Issue Display:
- Volume 2, Issue 2 (2021)
- Year:
- 2021
- Volume:
- 2
- Issue:
- 2
- Issue Sort Value:
- 2021-0002-0002-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-02-10
- Subjects:
- stochastic processes -- large deviation
Statistical mechanics -- Periodicals
Mechanics -- Statistical methods -- Periodicals
530.1305 - Journal URLs:
- http://ioppublishing.org/ ↗
- DOI:
- 10.1088/1742-5468/abd942 ↗
- Languages:
- English
- ISSNs:
- 1742-5468
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 15824.xml