Functional limit theorems for the multi-dimensional elephant random walk

DOI10.1080/15326349.2021.1971092MaRDI QIDQ5030974zbMATH OpenOpenAlexWikidataFDO

Authors Marco Bertenghi

Publication date 18 February 2022

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.02004

zbMATH Keywords

elephant random walkfunctional limit theoremsmathematical physicsmulti-dimensional elephant random walkprobability theory

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50)

Abstract: In this article we shall derive functional limit theorems for the multi-dimensional elephant random walk (MERW) and thus extend the results provided for the one-dimensional marginal by Bercu and Laulin (2019). The MERW is a non-Markovian discrete time-random walk on $mathbb{Z}^d$ which has a complete memory of its whole past, in allusion to the traditional saying that an elephant never forgets. As the name suggests, the MERW is a $d$-dimensional generalisation of the elephant random walk (ERW), the latter was first introduced by Sch"utz and Trimper in 2004. We measure the influence of the elephant's memory by a so-called memory parameter $p$ between zero and one. A striking feature that has been observed by Sch"utz and Trimper is that the long-time behaviour of the ERW exhibits a phase transition at some critical memory parameter $p_c$. We investigate the asymptotic behaviour of the MERW in all memory regimes by exploiting a connection between the MERW and P'olya urns, following similar ideas as in the work by Baur and Bertoin for the ERW.

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Cited in

(24)

• New insights on the reinforced elephant random walk using a martingale approach
• Joint invariance principles for random walks with positively and negatively reinforced steps
• 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
• On the multi-dimensional elephant random walk
• On a class of random walks with reinforced memory
• A strong invariance principle for the 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
• Central limit theorem and related results for the elephant random walk
• Limiting behaviors of generalized elephant random walks
• Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk
• The enhanced strong invariance principle for the elephant random walk
• Gaussian fluctuations of the elephant random walk with gradually increasing memory
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• How often does a critical elephant random walk return to origin
• Elephant random walks with multiple extractions and general reinforcement functions
• On the multidimensional elephant random walk with stops
• Recurrence and transience of multidimensional elephant random walks
• A universal scaling limit for diffusive amnesic step-reinforced random walks
• Elephant random walk on the infinite dihedral group \(\mathbb{Z}_2 \ast \mathbb{Z}_2\)

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