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Related papers: On Elephant Random Walk with Random Memory

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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

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

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 Sch\"utz and Trimper in 2004, the walker remembers the whole past, and the next…

Probability · Mathematics 2019-08-01 Allan Gut , Ulrich Stadtmüller

In the simple random walk the steps are independent, whereas in the Elephant Random Walk (ERW), which was introduced by Sch\"utz and Trimper in 2004, the next step always depends on the whole path so far. In an earlier paper we investigated…

Probability · Mathematics 2020-05-20 Allan Gut , Ulrich Stadtmüller

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 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

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

The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter $p$…

Probability · Mathematics 2018-01-17 Bernard Bercu

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

Probability · Mathematics 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

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 classical simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the elephant random walk which was introduced by Sch\"utz and Trimper in 2004, the walker remembers the whole past, and the next…

Probability · Mathematics 2023-06-22 Allan Gut , Ulrich Stadtmüller

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

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

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 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

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

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

This paper deals with different models of random walks with a reinforced memory of preferential attachment type. We consider extensions of the Elephant Random Walk introduced by Sch\"utz and Trimper [2004] with a stronger reinforcement…

Probability · Mathematics 2020-10-16 Erich Baur

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 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
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