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We prove functional central limit theorems for the dynamic elephant random walk in the $\sqrt{n}$ and $\sqrt{n\log n}$ orders, by applying the martingale convergence theorem and Karamata's theory of regular variation.

概率论 · 数学 2025-07-03 Go Tokumitsu

We establish stable functional central limit theorems for scaled elephant random walks in the diffusive, critical, and superdiffusive cases using the martingale approach.

概率论 · 数学 2026-03-17 Go Tokumitsu

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

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 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

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

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

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

概率论 · 数学 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

We consider in this article an Elephant Random Walk evolving in the plane. Specifically, this is a reinforced stochastic process in which the $n$th step is given by a random rotation of one of the previous steps chosen uniformly at random.…

概率论 · 数学 2025-11-21 Lucile Laulin , Bastien Mallein

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

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

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

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 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

The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from…

概率论 · 数学 2020-05-04 Iddo Ben-Ari , Jonah Green , Taylor Meredith , Hugo Panzo , Xiaoran Tan

Elephant random walk is a kind of one-dimensional discrete-time random walk with infinite memory: For each step, with probability $\alpha$ the walker adopts one of his/her previous steps uniformly chosen at random, and otherwise he/she…

概率论 · 数学 2019-11-26 Naoki Kubota , Masato Takei

We consider a two-elephant walking model in which the elephants interact dynamically. At each time step, each elephant determines its next move randomly based on its partner's past movements. We show that the asymptotic behavior of the…

概率论 · 数学 2025-09-08 Rafik Aguech , Shuo Qin

We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram\'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit…

概率论 · 数学 2023-10-03 Xiequan Fan , Haijuan Hu , Xiaohui Ma

Let $(W_n(\theta))_{n\in\mathbb N_0}$ be the Biggins martingale associated with a supercritical branching random walk and denote by $W_\infty(\theta)$ its limit. Assuming essentially that the martingale $(W_n(2\theta))_{n\in\mathbb N_0}$ is…

概率论 · 数学 2016-01-14 Alexander Iksanov , Zakhar Kabluchko

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
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