Agenda de la FDP


Séminaire de Probabilités et Théorie Ergodique

Le vendredi à 11h00 - Salle 1180 (Bât E2)(Tours)
Responsables : ,
 
Sur la marche de l'éléphant
Bernard Bercu (Univ. Bordeaux)www
vendredi 26 janvier 2018 - 10h45 - Salle 1180 (Bât E2)(Tours)

Résumé :
Random walks with long-memory arose naturally in mathematical physics and econometrics. One of them is the so-called elephant random walk. It is a discrete-time random walk on integers, which has a complete memory of its whole history. The asymptotic behavior of this random walk mainly depends on a memory parameter $p$ lying between zero and one. This behavior is totally different in the diffusive regime $0 \leq p

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