Related papers: The elephant random walk in the triangular array s…
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…
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.…
We prove a conjecture by Bertoin that the multi-dimensional elephant random walk on $\mathbb{Z}^d$($d\geq 3$) is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions $d=…
A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability $\alpha$, the so-called positively step-reinforced random walk repeats one of its previous steps, chosen…
The Rademacher random walk associated with a deterministic sequence $(a_n)_{n \geq 1}$ is the walk which starts at zero and, at step $i$, independently steps either up or down by $a_i$ with equal probability. We continue the study begun by…
Random walks process on networks plays a fundamental role in understanding the importance of nodes and the similarity of them, which has been widely applied in PageRank, information retrieval, and community detection, etc. Individual's…
Random walks (RWs) are fundamental stochastic processes with applications across physics, computer science, and information processing. A recent extension, the laser chaos decision-maker, employs chaotic time series from semiconductor…
We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram\'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit…
We consider a two-elephant walking model in which the elephants interact dynamically. At each time step, each elephant determines its next move randomly based on its partner's past movements. We show that the asymptotic behavior of the…
We establish stable functional central limit theorems for scaled elephant random walks in the diffusive, critical, and superdiffusive cases using the martingale approach.
We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…
We give a short proof of the recurrence of the two-dimensional elephant random walk in the diffusive regime. This was recently established by Shuo Qin, but our proof only uses very rough comparison with the standard plane random walk. We…
We present a model for a random walk with memory, phenomenologically inspired in a biological system. The walker has the capacity to remember the time of the last visit to each site and the step taken from there. This memory affects the…
Recently, the elephant random walk has attracted a lot of attentions. A wide range of literature is available for the asymptotic behavior of the process, such as the central limit theorems, functional limit theorems and the law of iterated…
Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…
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…
We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…
We study the asymptotic behaviour of the number of times the elephant random walk in the critical regime visits the origin. Our result entails that most zeros of the critical elephant random walk occur shortly before its last passage time…
This paper is concerned with a stochastic linear-quadratic leader-follower differential game with elephant memory. The model is general in that the state equation for both the leader and the follower includes the elephant memory of the…
This paper investigates functional limit theorems for the Elephant Random Walk (ERW) on general periodic structures, extending the Bertenghi's results on $\mathbb{Z}^d$. Our results reveal new structure-dependent quantities that do not…