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相关论文: New insights on the reinforced Elephant Random Wal…

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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

The purpose of this paper is to investigate the asymptotic behavior of the multi-dimensional elephant random walk (MERW). It is a non-Markovian random walk which has a complete memory of its entire history. A wide range of literature is…

概率论 · 数学 2017-09-22 Bernard Bercu , Lucile Laulin

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

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 $p$…

概率论 · 数学 2018-01-17 Bernard Bercu

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

概率论 · 数学 2023-06-21 Bernard Bercu , Víctor Hugo Vázquez Guevara

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

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

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…

概率论 · 数学 2026-03-30 Nobuaki Naganuma , Kaito Yura

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

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

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 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

Motivated by the previous results by Coletti-de Lima-Gava-Luiz (2020) and Shiozawa (2022), we study the fluctuation of the dynamic elephant random walk in the superdiffusive case with a strong elephant component. Applying the martingale…

概率论 · 数学 2025-05-19 Go Tokumitsu , Kouji Yano

The randomized play-the-winner rule (RPW) is a response-adaptive design proposed by Wei and Durham (1978) for sequentially randomizing patients to treatments in a two-treatment clinical trial so that more patients are assigned to the better…

概率论 · 数学 2024-07-30 Li-Xin Zhang

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

We introduce a one-dimensional random walk, which at each step performs a reinforced dynamics with probability $\theta$ and with probability $1 - \theta$, the random walk performs a step independent of the past. We analyse its asymptotic…

概率论 · 数学 2021-09-22 Manuel González-Navarrete , Ranghely Hernández

In this paper, we study the number of moves in a multidimensional elephant random walk with stops. We establish several convergence results for the number of moves, including the law of large numbers and the law of iterated logarithm. Using…

概率论 · 数学 2026-03-10 Shyan Ghosh , Manisha Dhillon , Kuldeep Kumar Kataria

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…

统计力学 · 物理学 2019-12-02 Vitor M. Marquioni

Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk,…

机器学习 · 统计学 2026-05-22 Qinghua , Ding , Venkat Anantharam
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