中文
相关论文

相关论文: Almost Sure Convergence of Randomized Urn Models w…

200 篇论文

Generalized Friedman urn is one of the simplest and most useful models considered in probability theory. Since Athreya and Ney (1972) showed the almost sure convergence of urn proportions in a randomized urn model with irreducible…

概率论 · 数学 2022-04-12 Li-Xin Zhang

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

In this work we consider the \emph{infinite color urn model} associated with a bounded increment random walk on $\Zbold^d$. This model was first introduced by Bandyopadhyay and Thacker (2013). We prove that the rate of convergence of the…

概率论 · 数学 2013-10-23 Antar Bandyopadhyay , Debleena Thacker

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…

概率论 · 数学 2025-01-23 M. Dhillon , K. K. Kataria

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…

概率论 · 数学 2020-05-20 Allan Gut , Ulrich Stadtmüller

We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on…

概率论 · 数学 2018-03-13 Svante Janson

We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…

概率论 · 数学 2021-07-06 Irene Crimaldi , Pierre-Yves Louis , Ida Germana Minelli

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…

概率论 · 数学 2026-05-19 Krishanu Maulik , Parthanil Roy , Tamojit Sadhukhan

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…

概率论 · 数学 2021-12-21 Bernard Bercu , Lucile Laulin

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

概率论 · 数学 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

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…

概率论 · 数学 2019-08-01 Allan Gut , Ulrich Stadtmüller

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…

统计力学 · 物理学 2020-01-07 Erich Baur , Jean Bertoin

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=…

概率论 · 数学 2025-05-29 Shuo Qin

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

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.…

概率论 · 数学 2021-10-27 Allan Gut , Ulrich Stadtmüller

The elephant random walk is a history-dependent random walk. We study a class of interacting elephant random walks. Our model includes the exclusion process as a special case. By means of Monte Carlo simulations and mean-field arguments, we…

统计力学 · 物理学 2018-11-21 Chikashi Arita , Eric Ragoucy

In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step sizes form a sequence of positive independent and identically…

概率论 · 数学 2023-02-14 Jérôme Dedecker , Xiequan Fan , Haijuan Hu , Florence Merlevède

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 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…

概率论 · 数学 2023-06-22 Allan Gut , Ulrich Stadtmüller

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
‹ 上一页 1 2 3 10 下一页 ›