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相关论文: How to estimate the memory of the Elephant Random …

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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

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

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

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 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

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…

概率论 · 数学 2025-09-15 Krishanu Maulik , Parthanil Roy , Tamojit Sadhukhan

We study how memory impacts passages at the origin for a so-called elephant random walk in the diffusive regime. We observe that the number of zeros always grows asymptotically like the square root of the time, despite the fact that,…

概率论 · 数学 2022-01-07 Jean Bertoin

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 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 consider the elephant random walk with general step distribution. We calculate the first four moments of the limiting distribution of the position rescaled by $n^\alpha$ in the superdiffusive regime where $\alpha$ is the memory…

概率论 · 数学 2022-10-03 József Kiss , Bálint Vető

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 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

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

When the memory parameter of the elephant random walk is above a critical threshold, the process becomes superdiffusive and, once suitably normalised, converges to a non-Gaussian random variable. In a recent paper by the three first…

概率论 · 数学 2024-09-12 Hélène Guérin , Lucile Laulin , Kilian Raschel , Thomas Simon

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

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

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

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

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 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
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