Variations of the elephant random walk

DOI10.1017/jpr.2021.3zbMath1479.60049arXiv1812.01915OpenAlexW3200032055MaRDI QIDQ5152525

Ulrich Stadtmüller, Allan Gut

Publication date: 24 September 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.01915

zbMATH Keywords

law of large numbersMarkov chaindifference equationmethod of momentselephant random walkasymptotic (non-)normality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (8)

The elephant random walk with gradually increasing memory ⋮ 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 ⋮ Gaussian fluctuation for superdiffusive elephant random walks ⋮ Introducing smooth amnesia to the memory of the elephant random walk

Cites Work

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• Non-Markovian random walks with memory lapses
• A martingale approach for the elephant random walk
• Central limit theorem and related results for the elephant random walk
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