Recurrence and transience of multidimensional elephant random walks
Probability
2025-05-29 v5
Abstract
We prove a conjecture by Bertoin that the multi-dimensional elephant random walk on () is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions , we prove that phase transitions between recurrence and transience occur at . Let be an elephant random walk with parameter . For , we provide a Berry-Esseen type bound for properly normalized . For , the distribution of will be studied.
Keywords
Cite
@article{arxiv.2309.09795,
title = {Recurrence and transience of multidimensional elephant random walks},
author = {Shuo Qin},
journal= {arXiv preprint arXiv:2309.09795},
year = {2025}
}
Comments
36 pages, 2 figures