Abstract
The aim of this paper is to go further in the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes depending on the location of its two parameters. In the diffusive and critical regimes, we establish new results on the asymptotic behavior of the MRW such as quadratic strong laws and functional central limit theorems. In the superdiffusive regime, we prove the almost sure convergence of the MRW, properly normalized, to a nondegenerate random variable. Moreover, we show that the fluctuation of the MRW around its limiting random variable is still Gaussian. Finally, several results on the center of mass of the MRW are also provided.
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