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

Author

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  • Andrea Collevecchio

    (Monash University)

  • Robert Griffiths

    (Monash University)

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.

Suggested Citation

  • Andrea Collevecchio & Robert Griffiths, 2023. "A Class of Non-Reversible Hypercube Long-Range Random Walks and Bernoulli Autoregression," Journal of Theoretical Probability, Springer, vol. 36(1), pages 623-645, March.
    • Handle: RePEc:spr:jotpro:v:36:y:2023:i:1:d:10.1007_s10959-022-01162-4
    DOI: 10.1007/s10959-022-01162-4
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    References listed on IDEAS

    as
    1. Teugels, Jozef L, 1990. "Some representations of the multivariate Bernoulli and binomial distributions," Journal of Multivariate Analysis, Elsevier, vol. 32(2), pages 256-268, February.
    2. Fontana, Roberto & Semeraro, Patrizia, 2018. "Representation of multivariate Bernoulli distributions with a given set of specified moments," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 290-303.
    3. Euán, Carolina & Sun, Ying, 2020. "Bernoulli vector autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
    Full references (including those not matched with items on IDEAS)

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