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Functional Limits and Separation Times for Two Interacting Elephant Random Walks

Aguech, Rafik et al.
arXiv (All) · Papers
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We establish functional scaling limits and study first separation times for the interacting two elephant model studied by Aguech and Qin. In the joint diffusive regime, we give a direct martingale proof of convergence to a two-dimensional continuous Gaussian process represented by a matrix-kernel an
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