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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

We consider the elephant random walk with general step distribution. We calculate the first four moments of the limiting distribution of the position rescaled by $n^\alpha$ in the superdiffusive regime where $\alpha$ is the memory…

Probability · Mathematics 2022-10-03 József Kiss , Bálint Vető

We consider a generalized model of elephant random walks wherein the walker, during the $(n+1)$-st time-stamp, draws from the past (i.e. the set $\{1,2,\ldots,n\}$) a sample of $k$ time-stamps, either with replacement or without, where $k$…

Probability · Mathematics 2026-01-09 Moumanti Podder , Archi Roy

Elephant random walks were studied recently in \cite{mukherjee2025elephant} on the groups $\mathbb{Z}^{*d_1} * \mathbb{Z}_2^{*d_2}$ whose Cayley graphs are infinite $d$-regular trees with $d = 2d_1 + d_2$. It was found that for $d \ge 3$,…

Probability · Mathematics 2026-04-07 Soumendu Sundar Mukherjee , Himasish Talukdar

We consider a minimal model of one-dimensional discrete-time random walk with step-reinforcement, introduced by Harbola, Kumar, and Lindenberg (2014): The walker can move forward (never backward), or remain at rest. For each $n=1,2,\cdots$,…

Probability · Mathematics 2020-07-13 Tatsuya Miyazaki , Masato Takei

The one-dimensional elephant random walk is a typical model of discrete-time random walk with step-reinforcement, and is introduced by Sch\"{u}tz and Trimper (2004). It has a parameter $\alpha \in (-1,1)$: The case $\alpha=0$ corresponds to…

Probability · Mathematics 2023-03-01 Masafumi Hayashi , So Oshiro , Masato Takei

We consider a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable…

Probability · Mathematics 2017-12-18 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

We explore the impact of long-range memory on the properties of a family of quantum walks in a one-dimensional lattice and discrete time, which can be understood as the quantum version of the classical "Elephant Random Walk" non-Markovian…

Quantum Physics · Physics 2018-06-20 Giuseppe Di Molfetta , Diogo O. Soares-Pinto , Silvio M. Duarte Queiros

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

The randomized play-the-winner rule (RPW) is a response-adaptive design proposed by Wei and Durham (1978) for sequentially randomizing patients to treatments in a two-treatment clinical trial so that more patients are assigned to the better…

Probability · Mathematics 2024-07-30 Li-Xin Zhang

We present a simple model of a random walk with partial memory, which we call the \emph{random memory walk}. We introduce this model motivated by the belief that it mimics the behavior of the once-reinforced random walk in high dimensions…

Probability · Mathematics 2020-04-23 Alexander Fribergh , Daniel Kious , Vladas Sidoravicius , Alexandre Stauffer

We consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past. Further, the conditional expectations of the replacement…

Probability · Mathematics 2022-10-18 Ujan Gangopadhyay , Krishanu Maulik

We study the gambler's ruin problem for the Elephant Random Walk, focusing on escape time from a symmetric interval of the form $\{-N, \ldots, N\}$. As our main result, we derive tight exponential bounds for the tail of this escape time. We…

Probability · Mathematics 2026-02-24 Morgan André , Leonel Zuaznábar

We study the elephant random walk in arbitrary dimension $d\geq 1$. Our main focus is the limiting random variable appearing in the superdiffusive regime. Building on a link between the elephant random walk and P\'olya-type urn models, we…

Probability · Mathematics 2024-04-18 Hélène Guérin , Lucile Laulin , Kilian Raschel

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

We continue our study of the unidirectional elephant random walk (uERW) initiated in {\it {Electron. Commun. Probab.}} ({\bf 29} 2024, article no. 78). In this paper we obtain definitive results when the memory exponent $\beta\in (-1,…

Probability · Mathematics 2025-04-02 Rahul Roy , Masato Takei , Hideki Tanemura

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

Probability · Mathematics 2025-05-19 Go Tokumitsu , Kouji Yano

We study how conditioning affects the long-term behavior of the Elephant Random Walk, focusing on its first return to the origin, namely, the time it takes to forget the training. When the walker is conditioned to be at position $n$ at time…

Probability · Mathematics 2025-09-19 Zheng Fang

We study an exactly solvable random walk model with long-range memory on arbitrary networks. The walker performs unbiased random steps to nearest-neighbor nodes and intermittently resets to previously visited nodes in a preferential way,…

Statistical Mechanics · Physics 2024-12-11 Ana Gabriela Guerrero-Estrada , Alejandro P. Riascos , Denis Boyer

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