A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression

Andrea Collevecchio; Robert Griffiths

doi:10.1007/s10959-022-01162-4

A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression

Andrea Collevecchio, Robert Griffiths

School of Mathematics

Research output: Contribution to journal › Article › Research › peer-review

Abstract

We study a large class of long-range random walks which take values on the vertices of an N-dimensional hypercube. These processes are connected with multivariate Bernoulli autoregression.

Original language	English
Number of pages	23
Journal	Journal of Theoretical Probability
DOIs	https://doi.org/10.1007/s10959-022-01162-4
Publication status	Accepted/In press - 2022

Keywords

Bernoulli autoregression
General random walks on the hypercube
Krawtchouk polynomials

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10.1007/s10959-022-01162-4Licence: CC BY

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title = "A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression",

abstract = "We study a large class of long-range random walks which take values on the vertices of an N-dimensional hypercube. These processes are connected with multivariate Bernoulli autoregression.",

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A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression

Abstract

Keywords

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