A martingale approach for the elephant random walk
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Publication:4606138
Abstract: The purpose of this paper is to establish, via a martingale approach, some refinements on the asymptotic behavior of the one-dimensional elephant random walk (ERW). The asymptotic behavior of the ERW mainly depends on a memory parameter which lies between zero and one. This behavior is totally different in the diffusive regime , the critical regime , and the superdiffusive regime . Notwithstanding of this trichotomy, we provide some new results on the almost sure convergence and the asymptotic normality of the ERW.
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Cited in
(55)- MATRIX-MFO tandem workshop: Stochastic reinforcement processes and graphs. Abstracts from the MATRIX-MFO tandem workshop held March 5--10, 2023
- Corrigendum to: ``Gaussian fluctuations of the elephant random walk with gradually increasing memory
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- Central limit theorem and related results for the elephant random walk
- A martingale approach for Pólya urn processes
- Universality of noise reinforced Brownian motions
- Moments of the superdiffusive elephant random walk with general step distribution
- A strong invariance principle for the elephant random walk
- Joint invariance principles for random walks with positively and negatively reinforced steps
- Limiting behaviors of generalized elephant random walks
- Random walks avoiding their convex hull with a finite memory
- Residual diffusivity in elephant random walk models with stops
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- On a class of random walks with reinforced memory
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- On the almost sure central limit theorem for the elephant random walk
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