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Elephant random walk, introduced to study the effect of memory on random walks, is a novel type of walk that incorporates the information of one randomly chosen past step to determine the future step. However, memory of a process can be…

Probability · Mathematics 2025-09-15 Krishanu Maulik , Parthanil Roy , Tamojit Sadhukhan

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

One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten

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…

Probability · Mathematics 2022-12-08 Yuichi Shiozawa

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

Probability · Mathematics 2007-05-23 Endre Csáki , Antónia Földes , Pál Révész

This paper investigates whether two independent Elephant Random Walks (ERWs) on $\mathbb{Z}$, each with a different memory parameter, can meet infinitely often, extending the work of Roy, Takei, and Tanemura. We also study the asymptotic…

Probability · Mathematics 2025-06-23 Shuhei Shibata , Tomoyuki Shirai

We analyze final-time dependent discrete-time quantum walks in one dimension. We compute asymptotics of the return probability of the quantum walk by a path counting approach. Moreover, we discuss a relation between the quantum walk and the…

Quantum Physics · Physics 2011-09-21 Yusuke Ide , Norio Konno , Takuya Machida , Etsuo Segawa

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

For the standard elephant random walk, Laulin (2022) studied the case when the increment of the random walk is not uniformly distributed over the past history instead has a power law distribution. We study such a problem for the…

Probability · Mathematics 2024-02-06 Rahul Roy , Masato Takei , Hideki Tanemura

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

Gut and Stadm\"{u}ller (2021, 2022) initiated the study of the elephant random walk with limited memory. Aguech and El Machkouri (2024) published a paper in which they discuss an extension of results by Gut and Stadtm\"{u}ller (2022) for an…

Probability · Mathematics 2025-08-13 Rahul Roy , Masato Takei , Hideki Tanemura

We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and light-tailed increments. We determine the asymptotics for local probabilities for the area and prove a local…

Probability · Mathematics 2017-08-22 Elena Perfilev , Vitali Wachtel

We consider a collection of independent standard Brownian particles (or random walks), starting from a configuration where at least one particle is positive, and study the first time they all become negative. This is clearly equivalent to…

Probability · Mathematics 2024-11-27 Emmanuel Humbert , Kilian Raschel

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

Probability · Mathematics 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

We consider the probability that a two-dimensional random walk starting from the origin never returns to the half-line $ (- \infty,0] \times {0}$ before time $n$. Let $X^{(1)}=(X_{1},X_{2})$ be the increment of the two-dimensional random…

Probability · Mathematics 2012-12-13 Yasunari Fukai

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…

Probability · Mathematics 2013-12-12 Vincent Bansaye , Vladimir Vatutin

In this paper we consider a particular version of the random walk with restarts: random reset events which bring suddenly the system to the starting value. We analyze its relevant statistical properties like the transition probability and…

Mathematical Physics · Physics 2016-09-28 Miquel Montero , Javier Villarroel

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

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , P. Mathieu