Elephant Random Walk Conditioned to Avoid Zero
Probability
2026-07-30 v1
Abstract
We investigate the long-time limit of an elephant random walk conditioned to avoid zero and show that the resulting process admits a Skorokhod-type embedding into a three-dimensional Bessel process. Using this embedding, we further establish several limit theorems for the conditioned elephant random walk, including a scaling limit to a deterministically rescaled and time-changed three-dimensional Bessel process, and a law of the iterated logarithm.
Cite
@article{arxiv.2607.28728,
title = {Elephant Random Walk Conditioned to Avoid Zero},
author = {Kohki Iba and Go Tokumitsu},
journal= {arXiv preprint arXiv:2607.28728},
year = {2026}
}
Comments
37 pages, 1 figure