On the multi-dimensional elephant random walk

DOI10.1007/s10955-019-02282-8zbMath1421.62116arXiv1709.07345OpenAlexW2963478101MaRDI QIDQ2315149

Lucile Laulin, Bernard Bercu

Publication date: 1 August 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.07345

zbMATH Keywords

asymptotic normalityalmost sure convergenceelephant random walkmulti-dimensional martingales

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44)

Related Items (25)

Multidimensional walks with random tendency ⋮ On a class of random walks with reinforced memory ⋮ On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution ⋮ Counting the zeros of an elephant random walk ⋮ Rates of convergence in the central limit theorem for the elephant random walk with random step sizes ⋮ Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk ⋮ The enhanced strong invariance principle for the elephant random walk ⋮ Gaussian fluctuations of the elephant random walk with gradually increasing memory ⋮ Limit theorems for the `laziest' minimal random walk model of elephant type ⋮ How linear reinforcement affects Donsker's theorem for empirical processes ⋮ Limit theorems for a random walk with memory perturbed by a dynamical system ⋮ Universality of noise reinforced Brownian motions ⋮ Reinforced random walks under memory lapses ⋮ On the center of mass of the elephant random walk ⋮ The shark random swim. (Lévy flight with memory) ⋮ Gaussian fluctuation for superdiffusive elephant random walks ⋮ Random walks with local memory ⋮ Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes ⋮ New insights on the reinforced elephant random walk using a martingale approach ⋮ Hypergeometric identities arising from the elephant random walk ⋮ Joint invariance principles for random walks with positively and negatively reinforced steps ⋮ Introducing smooth amnesia to the memory of the elephant random walk ⋮ Cramér moderate deviations for the elephant random walk ⋮ On the almost sure central limit theorem for the elephant random walk ⋮ Functional limit theorems for the multi-dimensional elephant random walk

Cites Work

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• Residual diffusivity in elephant random walk models with stops
• The shark random swim. (Lévy flight with memory)
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• Exact solution of an anisotropic 2D random walk model with strong memory correlations
• Amnestically Induced Persistence in Random Walks
• A strong invariance principle for the elephant random walk
• A martingale approach for the elephant random walk
• Central limit theorem and related results for the elephant random walk

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