Are random random walks normal?
Kais Hamza Laurent Tournier
作者信息
Abstract
Given a symmetric simple random walk $(X_n)_{n \ge 0}$, the family of all symmetric simple random walks $(Y_n)_{n \ge 0}$ adapted to the filtration of $(X_n)_{n \ge 0}$ was studied in Collevecchio et al. (2022). In particular, the authors established necessary and sufficient conditions under which the suitably normalized two-dimensional process $((X_n, Y_n))_{n \ge 0}$ converges weakly to a two-dimensional Brownian motion. When this occurs, we say that the random walk $(Y_n)_n$ is normal (with respect to $(X_n)_n$). In this paper, we investigate whether a "randomly selected" $(Y_n)_{n \ge 0}$ is normal. We consider a very general randomization procedure and look at both the quenched and annealed settings.引用本文复制引用
Kais Hamza,Laurent Tournier.Are random random walks normal?[EB/OL].(2026-10-01)[2026-10-03].https://arxiv.org/abs/2610.01658.学科分类
数学
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