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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > A martingale approach for the elephant random walk with stops and the Ewens-Pitman process
A martingale approach for the elephant random walk with stops and the Ewens-Pitman processAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact nobody. SSD - Stochastic systems for anomalous diffusion This talk is devoted to the connections between the elephant random walk with stops (ERWS) and the Ewens-Pitman process (EPP). We will see that the number of ones of the ERWS , properly normalized, converges almost surely to a Mittag-Leffler distribution. This result is also well-known for the number of blocks in the EPP . Thanks to a martingale approach, we shall carry out a sharp analysis of the asymptotic behavior of the ERWS and the EPP . This is a joint work with Stefano Favaro. This talk is part of the Isaac Newton Institute Seminar Series series. This talk is included in these lists:
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