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Remarks on the limiting behaviors of generalized elephant random walks

Probability 2022-12-08 v2

Abstract

We study the limiting behaviors of a generalized elephant random walk on the integer lattice. This random walk is defined by using two sequences of parameters expressing the memory at each step from the whole past and the drift of each step to the right, respectively. This model is also regarded as a dependent Bernoulli process. Our results reveal how the scaling factors are determined by the behaviors of the parameters. In particular, we allow the degeneracy of the parameters. We further present several examples in which the scaling factors are explicitly computed.

Keywords

Cite

@article{arxiv.2206.12595,
  title  = {Remarks on the limiting behaviors of generalized elephant random walks},
  author = {Yuichi Shiozawa},
  journal= {arXiv preprint arXiv:2206.12595},
  year   = {2022}
}

Comments

Figure display corrected