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For the standard elephant random walk, Laulin (2022) studied the case when the increment of the random walk is not uniformly distributed over the past history instead has a power law distribution. We study such a problem for the…

概率论 · 数学 2024-02-06 Rahul Roy , Masato Takei , Hideki Tanemura

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 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

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

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

We introduce a generalisation of Sch\"{u}tz and Trimper's elephant random walk to finitely generated groups. We focus on the simplest non-abelian setting, i.e. groups whose Cayley graphs are homogeneous trees of degree $d \ge 3$. We show…

概率论 · 数学 2026-04-15 Soumendu Sundar Mukherjee

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) 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 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

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 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 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

Recently, the elephant random walk has attracted a lot of attentions. A wide range of literature is available for the asymptotic behavior of the process, such as the central limit theorems, functional limit theorems and the law of iterated…

概率论 · 数学 2022-09-20 Xiaohui Ma , Mohamed El Machkouri , Xiequan Fan

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

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 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

In this paper, we explain the connection between the Elephant Random Walk (ERW) and an urn model \`a la P\'olya and derive functional limit theorems for the former. The ERW model was introduced by Sch\"utz and Trimper [2004] to study memory…

统计力学 · 物理学 2020-01-07 Erich Baur , Jean Bertoin

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

We consider a generalized model of elephant random walks wherein the walker, during the $(n+1)$-st time-stamp, draws from the past (i.e. the set $\{1,2,\ldots,n\}$) a sample of $k$ time-stamps, either with replacement or without, where $k$…

概率论 · 数学 2026-01-09 Moumanti Podder , Archi Roy

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
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