English

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 Zd\mathbb{Z}^d(d3d\geq 3) is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions d=1,2d= 1, 2, we prove that phase transitions between recurrence and transience occur at p=(2d+1)/(4d)p=(2d+1)/(4d). Let SS be an elephant random walk with parameter pp. For p3/4p \leq 3/4, we provide a Berry-Esseen type bound for properly normalized SnS_n. For p>3/4p>3/4, the distribution of limnSn/n2p1\lim_{n\to \infty} S_n/n^{2p-1} 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