Palestras e Seminários
23/05/2018
11:00
auditório Luiz Antonio Favaro
Palestrante: Cristian Coletti
Responsável: Pablo Martin Rodriguez (Este endereço de email está sendo protegido de spambots. Você precisa do JavaScript ativado para vê-lo.)
Seminários de Probabilidade e Sistemas Complexos
Abstract: We consider a non-Markovian discrete-time random walk on Z with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable scaling and in the diffusive regime as well as at the critical value pc=3/4 where the model is marginally superdiffusive, the ERW is almost surely well approximated by a Brownian motion. As a by-product of our result we get the law of iterated logarithm and the central limit theorem for the ERW.
