Zobrazeno 1 - 10
of 202
pro vyhledávání: '"Gut, Allan"'
Autor:
Gut, Allan, Stadtmüller, Ulrich
In the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the Elephant random walk(ERW), which was introduced by Schuetz and Trimper in 2004, the next step always depends on the whole path so far. Various au
Externí odkaz:
http://arxiv.org/abs/2110.13497
Autor:
Gut, Allan, Stadtmüller, Ulrich
In the simple random walk the steps are independent, whereas in the Elephant Random Walk (ERW), which was introduced by Sch\"utz and Trimper in 2004, the next step always depends on the whole path so far. In an earlier paper we investigated Elephant
Externí odkaz:
http://arxiv.org/abs/2005.09517
Autor:
Gut, Allan, Stadtmüller, Ulrich
In the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the Elephant Random walk (ERW), which was introduced by Sch\"utz and Trimper in 2004, the walker remembers the whole past, and the next step always d
Externí odkaz:
http://arxiv.org/abs/1906.04930
Autor:
Gut, Allan, Stadtmüller, Ulrich
Publikováno v:
J. Appl. Probab. 58 (2021) 805-829
In the classical simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the elephant random walk which was introduced by Sch\"utz and Trimper in 2004, the walker remembers the whole past, and the next step alway
Externí odkaz:
http://arxiv.org/abs/1812.01915
Autor:
Gut, Allan, Martin-Löf, Anders
The topic of the present paper is a generalized St.\ Petersburg game in which the distribution of the payoff $X$ is given by $P(X=sr^{k-1})=pq^{k-1}$, $k=1,2,\ldots$, where $p+q=1$, and $s,\,r>0$. As for main results, we first extend Feller's classic
Externí odkaz:
http://arxiv.org/abs/1506.09015
Publikováno v:
Bernoulli 2010, Vol. 16, No. 1, 1-22
In two earlier papers, two of the present authors (A.G. and U.S.) extended Lai's [Ann. Probab. 2 (1974) 432--440] law of the single logarithm for delayed sums to a multiindex setting in which the edges of the $\mathbf{n}$th window grow like $|\mathbf
Externí odkaz:
http://arxiv.org/abs/1002.4121
Autor:
Gut, Allan, Stadtmueller, Ulrich
In some earlier work we have considered extensions of Lai's (1974) law of the single logarithm for delayed sums to a multiindex setting with the same as well as different expansion rates in the various dimensions. A further generalization concerns wi
Externí odkaz:
http://arxiv.org/abs/0912.0871
Autor:
Gut, Allan, Stadtmueller, Ulrich
Various methods of summation for divergent series of real numbers have been generalized to analogous results for sums of iid random variables. The natural extension of results corresponding to Ces\`aro summation amounts to proving almost sure converg
Externí odkaz:
http://arxiv.org/abs/0904.0538