Séminaire SPACE Tours
Sur la marche de l'éléphantBernard Bercu (Univ. Bordeaux)
Friday 26 January 2018 10:45 - Tours - Salle 1180 (Bât E2)
Résumé :
Random walks with long-memory arose naturally in mathematical physics and econometrics. One of them is the so-called elephant random walk. It is a discrete-time random walk on integers, which has a complete memory of its whole history. The asymptotic behavior of this random walk mainly depends on a memory parameter $p$ lying between zero and one. This behavior is totally different in the diffusive regime $0 \leq p
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