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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.…

概率论 · 数学 2022-04-25 Lucile Laulin

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…

统计力学 · 物理学 2017-06-07 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

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…

概率论 · 数学 2025-06-23 Shuhei Shibata , Tomoyuki Shirai

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…

概率论 · 数学 2017-05-09 Jiancheng Lyu , Jack Xin , Yifeng Yu

We consider a generalization of the so-called elephant random walk by introducing multiple elephants moving along the integer line, $\mathbb{Z}$. When taking a new step, each elephant considers not only its own previous steps but also the…

概率论 · 数学 2024-10-31 Deborshi Das

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…

概率论 · 数学 2017-12-18 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

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…

概率论 · 数学 2020-11-05 Cristian F. Coletti , Ioannis Papageorgiou

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…

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

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…

概率论 · 数学 2023-01-23 Jiaming Chen , 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…

概率论 · 数学 2021-06-30 Lucile Laulin

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…

概率论 · 数学 2025-08-13 Rahul Roy , Masato Takei , Hideki Tanemura

In this paper, we introduce a variation of the elephant random walk whose steps are polynomially decaying. At each time $k$, the walker's step size is $k^{-\gamma}$ with $\gamma>0$. We investigate effects of the step size exponent $\gamma$…

概率论 · 数学 2025-05-02 Yuzaburo Nakano

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…

概率论 · 数学 2024-02-06 Rahul Roy , Masato Takei , Hideki Tanemura

Elephant random walk is a kind of one-dimensional discrete-time random walk with infinite memory: For each step, with probability $\alpha$ the walker adopts one of his/her previous steps uniformly chosen at random, and otherwise he/she…

概率论 · 数学 2019-11-26 Naoki Kubota , Masato Takei

We study the Takagi-van der Waerden functions $f_r (x)$, a well-known class of continuous but nowhere differentiable functions, from probabilistic point of view. As an application of elephant random walks remembering the very recent past…

概率论 · 数学 2025-08-27 Yuzaburo Nakano , Masato Takei

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…

统计力学 · 物理学 2016-03-23 Rüdiger Kürsten

We introduce a generalisation of Sch\"{u}tz and Trimper's elephant random walk to finitely generated groups. We focus on the simplest non-abelian setting, i.e. groups whose Cayley graphs are homogeneous trees of degree $d \ge 3$. We show…

概率论 · 数学 2026-04-15 Soumendu Sundar Mukherjee

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…

概率论 · 数学 2025-05-01 Rafik Aguech , Samir Ben Hariz , Mohamed El Machkouri , Youssef Faouzi

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…

概率论 · 数学 2025-01-27 Bernard Bercu

Consider a generalized Elephant Random Walk in which the step is chosen by selecting $k$ previous steps with $k$ odd and then going in the majority direction with a probability $p$ and in the opposite direction otherwise. In the $k=1$ case…

概率论 · 数学 2025-07-10 Simone Franchini