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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