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Asymptotic Study Of A Class Of Random Walk Models With Feedback Mechanism

Posted on:2021-04-03Degree:MasterType:Thesis
Country:ChinaCandidate:J G LiuFull Text:PDF
GTID:2370330602973832Subject:Probability theory and mathematical statistics
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This thesis mainly to generalize Elephant random walk(ERW)model and Elephan-t random walk with delays(ERWD)model respectively,and the method of Gut and Stadtmuller[10]is used to study the asymptotic properties of the extended model respec-tively.First of all,The feedback mechanism of ERW model is generalized,the feedback mechanism only reports the motion of {X1,X2,Xn-1,Xn,} at time n+1.Second,The feedback mechanism of ERWD model is generalized,the feedback mechanism only reports the motion of {X1,Xn-1,Xn,} at time n+1.In the end,The traveling process of the particle {(?)} is analyzed,the asymptotic normality of ERW model and ERWD model is obtained by using the difference equation to solve the expectation and variance.
Keywords/Search Tags:feedback mechanism, lingering, ERW, ERWD, central limit theorem
PDF Full Text Request
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