A martingale approach for the elephant random walk

DOI10.1088/1751-8121/AA95A6zbMATH Open1392.60038arXiv1707.04130OpenAlexW2734373404WikidataQ105584706 ScholiaQ105584706MaRDI QIDQ4606138FDOQ4606138

Authors: Bernard Bercu 

Publication date: 1 March 2018

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

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 $p$ which lies between zero and one. This behavior is totally different in the diffusive regime $0leqp<3/4$, the critical regime $p=3/4$, and the superdiffusive regime $3/4<pleq1$. Notwithstanding of this trichotomy, we provide some new results on the almost sure convergence and the asymptotic normality of the ERW.

Full work available at URL: https://arxiv.org/abs/1707.04130

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zbMATH Keywords

asymptotic normalitymartingalesstrong law of large numberselephant random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

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Cited In (53)

• Strong invariance principle for a counterbalanced random walk
• Corrigendum to: ``Gaussian fluctuations of the elephant random walk with gradually increasing memory
• Cramér's moderate deviations for martingales with applications
• Strong limit theorems for step-reinforced random walks
• A complete characterization of a correlated Bernoulli process
• How often does a critical elephant random walk return to origin
• Universality of noise reinforced Brownian motions
• Introducing smooth amnesia to the memory of the elephant random walk
• Counterbalancing steps at random in a random walk
• The elephant random walk with gradually increasing memory
• On the center of mass of the elephant random walk
• Gaussian fluctuation for superdiffusive elephant random walks
• Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
• Further results on the minimal random walk
• Multidimensional walks with random tendency
• Limit theorems for the `laziest' minimal random walk model of elephant type
• Hypergeometric identities arising from the elephant random walk
• On a class of random walks with reinforced memory
• Limit theorems for a random walk with memory perturbed by a dynamical system
• A martingale approach for Pólya urn processes
• Random walks avoiding their convex hull with a finite memory
• On Wasserstein-1 distance in the central limit theorem for elephant random walk
• Limiting behaviors of generalized elephant random walks
• Functional limit theorems for the multi-dimensional elephant random walk
• A strong invariance principle for the elephant random walk
• Scaling exponents of step-reinforced random walks
• Reinforced random walks under memory lapses
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• Non-Markovian random walks with memory lapses
• MATRIX-MFO tandem workshop: Stochastic reinforcement processes and graphs. Abstracts from the MATRIX-MFO tandem workshop held March 5--10, 2023
• Variations of the elephant random walk
• Rate of moment convergence in the central limit theorem for the elephant random walk
• Correction to: ``How linear reinforcement affects Donsker's theorem for empirical processes
• Finite-memory elephant random walk and the central limit theorem for additive functionals
• On the multi-dimensional elephant random walk
• How linear reinforcement affects Donsker's theorem for empirical processes
• New insights on the reinforced elephant random walk using a martingale approach
• Asymptotic analysis of the elephant random walk
• On the almost sure central limit theorem for the elephant random walk
• Limit theorems for a minimal random walk model
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