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相关论文: Introducing smooth amnesia to the memory of the El…

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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

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 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

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

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…

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

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 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 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 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

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

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

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

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 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

In this article we shall derive functional limit theorems for the multi-dimensional elephant random walk (MERW) and thus extend the results provided for the one-dimensional marginal by Bercu and Laulin (2019). The MERW is a non-Markovian…

概率论 · 数学 2021-09-06 Marco Bertenghi

The Elephant Random Walk (ERW), first introduced by Sch\"utz and Trimper (2004), is a one-dimensional simple random walk on $ \mathbb{Z} $ having a memory about the whole past. We study the Shark Random Swim, a random walk whose steps are $…

概率论 · 数学 2018-10-10 Silvia Businger

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

Random walks (RWs) are fundamental stochastic processes with applications across physics, computer science, and information processing. A recent extension, the laser chaos decision-maker, employs chaotic time series from semiconductor…

概率论 · 数学 2025-11-04 Akihiro Narimatsu , Tomoki Yamagami
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