On the Elephant Random Walk with Stops Playing Hide and Seek with the Mittag–Leffler Distribution
Bernard Bercu
Topics & Concepts
Random walkMathematicsAsymptotic distributionGaussianLimitingConvergence (economics)Convergence of random variablesPosition (finance)Distribution (mathematics)Statistical physicsRandom variableOrder (exchange)Carry (investment)Mathematical analysisStatisticsPhysicsQuantum mechanicsFinanceEconomicsMechanical engineeringEngineeringEconomic growthEstimatorStochastic processes and statistical mechanicsDiffusion and Search DynamicsBayesian Methods and Mixture Models