Amnestically induced persistence in random walks
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Abstract: We study how the Hurst exponent depends on the fraction of the total time remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to persistent behavior when inflicted with significant memory loss. Such memory losses induce the probability density function of the walker's position to undergo a transition from Gaussian to non-Gaussian. We interpret these findings of persistence in terms of a breakdown of self-regulation mechanisms and discuss their possible relevance to some of the burdensome behavioral and psychological symptoms of Alzheimer's disease and other dementias.
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- On the limit law of the superdiffusive elephant random walk
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- Towards neural reinforcement learning for large deviations in non-equilibrium systems with memory
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