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Un principe d'invariance pour une classe de marches p-corrélées sur ℤd
Published online by Cambridge University Press: 14 July 2016
Abstract
Let ζ be a Markov chain on a finite state space D, f a function from D to ℝd, and Sn = ∑k=1nf(ζk). We prove an invariance theorem for S and derive an explicit expression of the limit covariance matrix. We give its exact value for p-reinforced random walks on ℤ2 with p = 1, 2, 3.
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- Copyright © Applied Probability Trust 1998
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