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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…

统计力学 · 物理学 2009-11-10 Gunter M. Schütz , Steffen Trimper

We study an extension of the generalized excited random walk (GERW) on $\mathbb{Z}^d$ introduced in [Ann. Probab. 40 (5), 2012, [7]] by Menshikov, Popov, Ram\'irez and Vachkovskaia. Our extension consists in studying a version of the GERW…

概率论 · 数学 2023-03-27 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle

The one-dimensional elephant random walk is a typical model of discrete-time random walk with step-reinforcement, and is introduced by Sch\"{u}tz and Trimper (2004). It has a parameter $\alpha \in (-1,1)$: The case $\alpha=0$ corresponds to…

概率论 · 数学 2023-03-01 Masafumi Hayashi , So Oshiro , Masato Takei

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…

概率论 · 数学 2022-12-08 Yuichi Shiozawa

The aim of this paper is to investigate the asymptotic behavior of the so-called elephant random walk with stops (ERWS). In contrast with the standard elephant random walk, the elephant is allowed to be lazy by staying on his own position.…

概率论 · 数学 2022-09-07 Bernard Bercu

We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we…

统计力学 · 物理学 2014-06-17 Yuan Lin , Zhongzhi Zhang

We define the Uniform Random Walk (URW) on a connected, locally finite graph as the weak limit of the uniform walk of length $n$ starting at a fixed vertex. When the limit exists, it is necessarily Markovian and is independent of the…

概率论 · 数学 2025-12-11 Miklos Abert , Adam Arras , Jaelin Kim

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

We explore the impact of long-range memory on the properties of a family of quantum walks in a one-dimensional lattice and discrete time, which can be understood as the quantum version of the classical "Elephant Random Walk" non-Markovian…

量子物理 · 物理学 2018-06-20 Giuseppe Di Molfetta , Diogo O. Soares-Pinto , Silvio M. Duarte Queiros

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

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

统计力学 · 物理学 2015-06-19 Denis Boyer , Citlali Solis-Salas

Maximum entropy random walks (MERWs) are maximally dispersing and play a key role in optimizing information spreading in various contexts. However, building MERWs comes at the cost of knowing beforehand the global structure of the network,…

统计力学 · 物理学 2023-01-24 Gabriele Di Bona , Leonardo Di Gaetano , Vito Latora , Francesco Coghi

This thesis explores a central question: how does memory affect the way random walkers explore space? By analyzing various non-Markovian models, where past behavior directly influences future dynamics, we uncover new mechanisms and…

统计力学 · 物理学 2025-07-30 Julien Brémont

Two dimensional loop erased random walk (LERW) is a random curve, whose continuum limit is known to be a Schramm-Loewner evolution (SLE) with parameter kappa=2. In this article we study ``off-critical loop erased random walks'', loop…

数学物理 · 物理学 2023-04-10 Michel Bauer , Denis Bernard , Kalle Kytola

Our goal is to investigate the asymptotic behavior of the center of mass of the elephant random walk, which is a discrete-time random walk on integers with a complete memory of its whole history. In the diffusive and critical regimes, we…

概率论 · 数学 2020-04-10 Bernard Bercu , Lucile Laulin

The monkey walk is a stochastic process defined as the trajectory of a walker that moves on $\mathbb R^d$ according to a Markovian generator, except at some random "relocation" times at which it jumps back to its position at a time sampled…

概率论 · 数学 2024-09-05 Erion-Stelios Boci , Cécile Mailler

We present a simple model of a random walk with partial memory, which we call the \emph{random memory walk}. We introduce this model motivated by the belief that it mimics the behavior of the once-reinforced random walk in high dimensions…

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

We consider a minimal model of one-dimensional discrete-time random walk with step-reinforcement, introduced by Harbola, Kumar, and Lindenberg (2014): The walker can move forward (never backward), or remain at rest. For each $n=1,2,\cdots$,…

概率论 · 数学 2020-07-13 Tatsuya Miyazaki , Masato Takei

We study the elephant random walk in arbitrary dimension $d\geq 1$. Our main focus is the limiting random variable appearing in the superdiffusive regime. Building on a link between the elephant random walk and P\'olya-type urn models, we…

概率论 · 数学 2024-04-18 Hélène Guérin , Lucile Laulin , Kilian Raschel