L. Tournier

Are random random walks normal?

Given a symmetric simple random walk $(X_n)_{n \ge 0}$, the family of all symmetric simple random walks $(Y_n)_{n \ge 0}$ adapted to the filtration of $(X_n)_{n \ge 0}$ was studied in Collevecchio et al. (2022). In particular, the authors established necessary and sufficient conditions under which the suitably normaliz...