M. Shi

collaborators

2 papers

math.PR2020

Limit theorems and ergodicity for general bootstrap random walks

A. Collevecchio, K. Hamza, M. Shi +1

Given the increments of a simple symmetric random walk $(X_{n})_{n \geq 0}$ , we characterize all possible ways of recycling these increments into a simple symmetric random walk $(Y_n)_{…

math.PR2015

Bootstrap Random Walks

Andrea Collevecchio, Kais Hamza, Meng Shi

Consider a one dimensional simple random walk $X = (X_{n})_{n \geq 0}$ . We form a new simple symmetric random walk $Y = (Y_{n})_{n \geq 0}$ by taking sums of products of the increments of $X$ …