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

Andrea Collevecchio and Robert Griffiths ()
Additional contact information
Robert Griffiths: Monash University

Journal of Theoretical Probability, 2023, vol. 36, issue 1, 623-645

Abstract: 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.

Keywords: Bernoulli autoregression; Krawtchouk polynomials; General random walks on the hypercube; 60G50; 62M05 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-022-01162-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:36:y:2023:i:1:d:10.1007_s10959-022-01162-4

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-022-01162-4

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().