Palestras e Seminários
07/10/2016
19:15
Es-UFSCar, Sala 43
Seminários de Probabilidades e Sistemas Complexos
Palestrante: Renato Gava (DEs-UFSCar)
Abstract: In this talk we present the so-called elephant random walk which is a discrete time random walk on Z with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large numbers and a central limit
theorem. Remarkably the central limit theorem applies not only to the diffusive regime but also to the phase transition point which is superdiffusive. Inside the superdiffusive regime the ERW converges to a non-degenerate random variable which is not normal.
