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Related papers: A martingale approach for the elephant random walk

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The purpose of this paper is to investigate the asymptotic behavior of the multi-dimensional elephant random walk (MERW). It is a non-Markovian random walk which has a complete memory of its entire history. A wide range of literature is…

Probability · Mathematics 2017-09-22 Bernard Bercu , Lucile Laulin

This paper is devoted to the asymptotic analysis of the amnesic elephant random walk (AERW) using a martingale approach. More precisely, our analysis relies on asymptotic results for multidimensional martingales with matrix normalization.…

Probability · Mathematics 2022-04-25 Lucile Laulin

This paper is devoted to the asymptotic analysis of the reinforced elephant random walk (RERW) using a martingale approach. In the diffusive and critical regimes, we establish the almost sure convergence, the law of iterated logarithm and…

Probability · Mathematics 2021-06-30 Lucile Laulin

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

Probability · Mathematics 2023-06-21 Bernard Bercu , Víctor Hugo Vázquez Guevara

We introduce an original way to estimate the memory parameter of the elephant random walk, a fascinating discrete time random walk on integers having a complete memory of its entire history. Our estimator is nothing more than a…

Probability · Mathematics 2021-12-21 Bernard Bercu , Lucile Laulin

The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…

Statistical Mechanics · Physics 2019-12-02 Vitor M. Marquioni

The aim of this paper is to investigate the asymptotic behavior of the so-called elephant random walk with stops (ERWS). In contrast with the standard elephant random walk, the elephant is allowed to be lazy by staying on his own position.…

Probability · Mathematics 2022-09-07 Bernard Bercu

In this paper, we introduce the elephant random walk (ERW) with memory consisting of randomly selected steps from its history. It is a time-changed variant of the standard elephant random walk with memory consisting of its full history. At…

Probability · Mathematics 2025-01-23 M. Dhillon , K. K. Kataria

The Elephant Random Walk (ERW), first introduced by Sch\"utz and Trimper (2004), is a one-dimensional simple random walk on $ \mathbb{Z} $ having a memory about the whole past. We study the Shark Random Swim, a random walk whose steps are $…

Probability · Mathematics 2018-10-10 Silvia Businger

In this article we shall derive functional limit theorems for the multi-dimensional elephant random walk (MERW) and thus extend the results provided for the one-dimensional marginal by Bercu and Laulin (2019). The MERW is a non-Markovian…

Probability · Mathematics 2021-09-06 Marco Bertenghi

In the present paper, we introduce and analyze elephant random walks (ERWs) on bipartite periodic lattices arising as coverings of dipole graphs. We focus on lattices whose admissible step directions in the two parts of the bipartition are…

Probability · Mathematics 2026-03-30 Nobuaki Naganuma , Kaito Yura

Elephant random walk is a special type of random walk that incorporates the memory of the past to determine its future steps. The probability of this walk taking a particular step (+1 or -1) at a time point, conditioned on the entire…

Probability · Mathematics 2026-05-19 Krishanu Maulik , Parthanil Roy , Tamojit Sadhukhan

Our goal is to investigate the asymptotic behavior of the center of mass of the elephant random walk, which is a discrete-time random walk on integers with a complete memory of its whole history. In the diffusive and critical regimes, we…

Probability · Mathematics 2020-04-10 Bernard Bercu , Lucile Laulin

We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability $\epsilon$. At any $\epsilon > 0$, the large time behavior transitions from…

Probability · Mathematics 2017-05-09 Jiancheng Lyu , Jack Xin , Yifeng Yu

In this work we study asymptotic properties of a long range memory random walk known as elephant random walk. First we prove recurrence and positive recurrence for the elephant random walk. Then, we establish the transience regime of the…

Probability · Mathematics 2020-11-05 Cristian F. Coletti , Ioannis Papageorgiou

In this work, we discuss the smoothly amnesia-reinforced multidimensional elephant random walk (MARW). The scaling limit of the MARW is shown to exist in the diffusive, critical and superdiffusive regimes. We also establish the almost sure…

Probability · Mathematics 2023-01-23 Jiaming Chen , Lucile Laulin

In the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the Elephant random walk(ERW), which was introduced by Schuetz and Trimper in 2004, the next step always depends on the whole path so far.…

Probability · Mathematics 2021-10-27 Allan Gut , Ulrich Stadtmüller

We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large…

Statistical Mechanics · Physics 2017-06-07 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

The goal of this paper is to investigate the asymptotic behavior of the multidimensional elephant random walk with stops (MERWS). In contrast with the standard elephant random walk, the elephant is allowed to stay on his own position. We…

Probability · Mathematics 2025-01-27 Bernard Bercu

In this paper, we explain the connection between the Elephant Random Walk (ERW) and an urn model \`a la P\'olya and derive functional limit theorems for the former. The ERW model was introduced by Sch\"utz and Trimper [2004] to study memory…

Statistical Mechanics · Physics 2020-01-07 Erich Baur , Jean Bertoin
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