Dynamic random walks on Clifford algebras
Résumé
Multiplicative random walks with dynamic transitions are defined on Clifford algebras of arbitrary signature. These multiplicative walks are then summed to induce additive walks on the algebra. Properties of both types of walks are considered, and limit theorems are developed.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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