The elephant random walk with gradually increasing memory

DOI10.1016/J.SPL.2022.109598MaRDI QIDQ2170249zbMATH OpenOpenAlexFDO

Authors Allan Gut, Ulrich Stadtmüller

Publication date 30 August 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.13497

zbMATH Keywords

central limit theoremdelayelephant random walkgradually increasing memorymoments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: 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. Various authors have studied further properties of the ERW. In an earlier paper we studied the case when the Elephant remembers only a finite part of the first or last steps. In both cases there was no separation into two different regimes as in the classical ERW. We also posed the question about what happens if she remembers a gradually increasing past. This paper will give some answers to that question. We also discuss related questions for ERW:s with delays.

Review text

The elephant random walk is given by \(S_n=X_1+\cdots+X_n\), where \(X_1=1\) with probability \(p\) and \(X_1=-1\) with probability \(1-p\). Subsequent steps are then chosen such that, for \(n\geq0\), \(X_{n+1}=X_K\) with probability \(p\) and \(X_{n+1}=-X_K\) with probability \(1-p\), where \(K\) is uniformly distributed over some subset \(\mathfrak{M}\) of \(\{1,2,\dots,n\}\). In the present paper, the authors mainly study the case where \(\mathfrak{M}=\{1,2,\dots,m_n\}\), where \(m_n\to\infty\) as \(n\to\infty\) in such a way that \(m_n/n\to0\). The authors establish asymptotics of the mean and variance of \(S_n\), and limit theorems for (suitably scaled versions of) \(S_n\). These asymptotics and limiting distributions depend on how \(p\) compares to the transitional value \(p=3/4\). Asymptotics for moments and limit theorems are also derived for the case where the random walk has some positive probability of not moving at each step, and for the case where \(\mathfrak{M}=\{1,2,\dots,m_n,n\}\), i.e., the random walk also remembers the most recent step. Finally, asymptotics of the first two moments are also given for the case where \(m_n/n\to\alpha\in(0,1]\) as \(n\to\infty\). The question of limit theorems in this case is left open; in the previous cases the proofs of the limit theorems relied on certain conditional variances vanishing asymptotically, a property which no longer holds in this case.

Recommendations

• Variations of the elephant random walk
• A martingale approach for the elephant random walk
• Limiting behaviors of generalized elephant random walks
• Moments of the superdiffusive elephant random walk with general step distribution
• The number of zeros in elephant random walks with delays

Cites work

• A martingale approach for the elephant random walk
• Amnestically induced persistence in random walks
• Asymptotics and Criticality for a Correlated Bernoulli Process
• Central limit theorem and related results for the elephant random walk
• Finite-memory elephant random walk and the central limit theorem for additive functionals
• Hypergeometric identities arising from the elephant random walk
• Limit theorems for correlated Bernoulli random variables
• The number of zeros in elephant random walks with delays
• Transient superdiffusion in random walks with a \(q\)-exponentially decaying memory profile
• Variations of the elephant random walk

Cited in

(29)

• Random memory walk
• On the center of mass of the elephant random walk
• Limit theorems for the one-dimensional random walk with random resetting to the maximum
• Moments of the superdiffusive elephant random walk with general step distribution
• Introducing smooth amnesia to the memory of the elephant random walk
• On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution
• Limit theorems for the `laziest' minimal random walk model of elephant type
• The number of zeros in elephant random walks with delays
• Gaussian fluctuation for superdiffusive elephant random walks
• On a class of random walks with reinforced memory
• The shape of a memorised random walk
• Functional limit theorems for the multi-dimensional elephant random walk
• On Wasserstein-1 distance in the central limit theorem for elephant random walk
• Counting the zeros of an elephant random walk
• Limit theorems for a random walk with memory perturbed by a dynamical system
• Variations of the elephant random walk
• Asymptotic analysis of the elephant random walk
• Cramér moderate deviations for the elephant random walk
• Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk
• Elephant random walks; a review
• Gaussian fluctuations of the elephant random walk with gradually increasing memory
• Elephant random walk with delays
• Counterbalancing steps at random in a random walk
• Corrigendum to: ``Gaussian fluctuations of the elephant random walk with gradually increasing memory
• Elephant random walk with varying memory
• Elephant random walks with multiple extractions and general reinforcement functions
• The elephant random walk in the triangular array setting
• Limit theorems for elephant random walks remembering the very recent past, with applications to the Takagi-van der Waerden class functions
• A universal scaling limit for diffusive amnesic step-reinforced random walks

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