Variations of the elephant random walk

DOI10.1017/JPR.2021.3zbMATH Open1479.60049arXiv1812.01915OpenAlexW3200032055MaRDI QIDQ5152525FDOQ5152525

Authors: Ulrich Stadtmüller, Allan Gut 

Publication date: 24 September 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: In the classical simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the elephant random walk which was introduced by Sch"utz and Trimper in 2004, the walker remembers the whole past, and the next step always depends on the whole path so far. Our main aim is to prove analogous results when the elephant has only a restricted memory, for example remembering only the most remote step(s), the most recent step(s) or both. We also extend the models to cover more general step sizes.

Full work available at URL: https://arxiv.org/abs/1812.01915

Recommendations

• The elephant random walk with gradually increasing memory
• On a class of random walks with reinforced memory
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zbMATH Keywords

Markov chainmethod of momentslaw of large numbersdifference equationelephant random walkasymptotic (non-)normality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cited In (19)

• Introducing smooth amnesia to the memory of the elephant random walk
• The elephant random walk with gradually increasing memory
• Gaussian fluctuation for superdiffusive elephant random walks
• Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
• Limit theorems for the `laziest' minimal random walk model of elephant type
• On a class of random walks with reinforced memory
• Limit theorems for a random walk with memory perturbed by a dynamical system
• 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
• Counting the zeros of an elephant random walk
• Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk
• The enhanced strong invariance principle for the elephant random walk
• Non-Markovian random walks with memory lapses
• Finite-memory elephant random walk and the central limit theorem for additive functionals
• Moments of the superdiffusive elephant random walk with general step distribution
• The number of zeros in elephant random walks with delays
• Gaussian fluctuations of the elephant random walk with gradually increasing memory

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