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A martingale approach for the elephant random walk with stops and the Ewens-Pitman process

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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.

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