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- W2983141102 abstract "The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from arXiv:1812.01915. We also present a derivation of the CLT for additive functionals of finite state Markov chains, which is based on positive recurrence, the CLT for IID sequences and some elementary linear algebra, and which focuses on characterization of the variance." @default.
- W2983141102 created "2019-11-22" @default.
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- W2983141102 date "2019-11-13" @default.
- W2983141102 modified "2023-09-23" @default.
- W2983141102 title "Finite-Memory Elephant Random Walk and the Central Limit Theorem for Additive Functionals" @default.
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- W2983141102 doi "https://doi.org/10.48550/arxiv.1911.05716" @default.
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