Projects per year
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 |
|---|---|
| Pages (from-to) | 623-645 |
| Number of pages | 23 |
| Journal | Journal of Theoretical Probability |
| Volume | 36 |
| DOIs | |
| Publication status | Published - Mar 2023 |
Keywords
- Bernoulli autoregression
- General random walks on the hypercube
- Krawtchouk polynomials
Projects
- 2 Finished
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Random walks with long memory
Collevecchio, A. (Primary Chief Investigator (PCI)), Garoni, T. (Chief Investigator (CI)), Hamza, K. (Chief Investigator (CI)), Cotar, C. (Partner Investigator (PI)) & Tarres, P. (Partner Investigator (PI))
ARC - Australian Research Council
1/05/18 → 1/05/22
Project: Research
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ARC Centre of Excellence for Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights
Hall, P. (Primary Chief Investigator (PCI)), Bartlett, P. (Chief Investigator (CI)), Bean, N. (Chief Investigator (CI)), Burrage, K. (Chief Investigator (CI)), DeGier, J. (Chief Investigator (CI)), Delaigle, A. (Chief Investigator (CI)), Forrester, P. (Chief Investigator (CI)), Geweke, J. (Chief Investigator (CI)), Kohn, R. (Chief Investigator (CI)), Kroese, D. (Chief Investigator (CI)), Mengersen, K. L. (Chief Investigator (CI)), Pettit, A. (Chief Investigator (CI)), Pollett, P. (Chief Investigator (CI)), Roughan, M. (Chief Investigator (CI)), Ryan, L. M. (Chief Investigator (CI)), Taylor, P. (Chief Investigator (CI)), Turner, I. (Chief Investigator (CI)), Wand, M. (Chief Investigator (CI)), Garoni, T. (Chief Investigator (CI)), Smith-Miles, K. A. (Chief Investigator (CI)), Caley, M. (Partner Investigator (PI)), Churches, T. (Partner Investigator (PI)), Elazar, D. (Partner Investigator (PI)), Gupta, A. (Partner Investigator (PI)), Harch, B. (Partner Investigator (PI)), Tam, S.-M. (Partner Investigator (PI)), Weegberg, K. (Partner Investigator (PI)), Willinger, W. (Partner Investigator (PI)) & Hyndman, R. (Chief Investigator (CI))
ARC - Australian Research Council, Monash University – Internal Department Contribution, University of Melbourne, Queensland University of Technology (QUT), University of Adelaide, University of New South Wales (UNSW), University of Queensland , University of Technology (UTS) Sydney, Monash University – Internal University Contribution, Monash University – Internal Faculty Contribution, Monash University – Internal School Contribution, Roads Corporation (trading as VicRoads) (Victoria)
1/01/17 → 31/12/21
Project: Research