Introducing smooth amnesia to the memory of the elephant random walk

DOI10.1214/22-ECP495zbMATH Open1500.60019arXiv2204.10542OpenAlexW4280584161MaRDI QIDQ2090751FDOQ2090751

Lucile Laulin

Publication date: 31 October 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: This paper is devoted to the asymptotic analysis of the amnesic elephant random walk (AERW) using a martingale approach. More precisely, our analysis relies on asymptotic results for multidimensional martingales with matrix normalization. In the diffusive and critical regimes, we establish the almost sure convergence and the quadratic strong law for the position of the AERW. The law of iterated logarithm is given in the critical regime. The distributional convergences of the AERW to Gaussian processes are also provided. In the superdiffusive regime, we prove the distributional convergence as well as the mean square convergence of the AERW.

Full work available at URL: https://arxiv.org/abs/2204.10542

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zbMATH Keywords

asymptotic normalityalmost sure convergencedistributional convergenceelephant random walkmulti-dimensional martingalesamnesic random walk

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Cited In (5)

• Random memory walk
• Further results on the minimal random walk
• Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk
• Recurrence of the plane elephant random walk
• Gaussian fluctuations of the elephant random walk with gradually increasing memory

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