Counterbalancing steps at random in a random walk
The purpose of the present paper is to investigate long time effects of an algorithm for counterbalancing steps in a random walk. The motivation stems from a nearest neighbor process on the integer lattice, known as the elephant random walk. It is a stochastic process with memory on \(\mathbb{Z}\), which records the trajectory of an elephant that makes steps with unit length left or right at each positive integer time. The first step of the elephant is a Rademacher variable. For each time \(n\geq 2\), the elephant remembers a step picked uniformly at random among those it made previously, and decides either to repeat it with probability \(q\), or to make the opposite step with complementary probability. Obviously, each step of the elephant then has the Rademacher law, although the sequence of steps is clearly not stationary. This process triggered a growing interest in the recent years. Roughly speaking, the author considers a following generalization of the trajectory of an elephant: he introduces a sequence \((X_n)\) of i.i.d. real random variables with some given law \(\mu\) and a sequence \((\varepsilon_n, n\ge 2)\) of i.i.d. Bernoulli variables with parameter \(p\in[0,1]\), which is assumed to be independent of \((X_n)\). Then he constructs a counterbalanced sequence \((\check{X}_n)\) by interpreting each \(\{\varepsilon_n=0\}\) as a counterbalancing event and each \(\{\varepsilon_n=1\}\) as an innovation event. A random walk with counterbalanced steps is a process of partial sums \(\check{S}_n=\check{X}_1+\ldots+\check{X}_n\). The asymptotic behavior of \(\check{S}_n\) in terms of \(p\) and the first two moments of \(\mu\) is determined. The approach relies on a coupling with a reinforcement algorithm, and on properties of random recursive trees and Eulerian numbers, which may be of independent interest. The method can be adapted to the situation where the step distribution \(\mu\) belongs to the domain of attraction of a stable law.
- A martingale approach for the elephant random walk
- A probabilistic interpretation of Eulerian numbers
- A strong invariance principle for the elephant random walk
- A survey of random processes with reinforcement
- Central limit theorem and related results for the elephant random walk
- Cutting down recursive trees
- Cutting edges at random in large recursive trees
- Eulerian Numbers
- Functional limit theorems for the multi-dimensional elephant random walk
- Gaussian approximation theorems for urn models and their applications
- Gaussian fluctuation for superdiffusive elephant random walks
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- Limit theorems for the `laziest' minimal random walk model of elephant type
- Noise reinforcement for Lévy processes
- On a class of random walks with reinforced memory
- ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS
- On the center of mass of the elephant random walk
- On the number of terminal vertices in certain random trees with an application to stemma construction in philology
- Polya Urn Models
- Random graph dynamics
- Random graphs associated to some discrete and continuous time preferential attachment models
- Random Trees
- Scaling exponents of step-reinforced random walks
- The degree sequence of a scale-free random graph process
- The number of zeros in elephant random walks with delays
- The shark random swim. (Lévy flight with memory)
- Universality of noise reinforced Brownian motions
- Strong invariance principle for a counterbalanced random walk
- Strong limit theorems for step-reinforced random walks
- Recurrence-transience phase transition of the step-reinforced random walk at 1/2
- Elephant random walk with polynomially decaying steps
- Recurrence and transience of multidimensional elephant random walks
- Strong approximations in the almost sure central limit theorem and limit behavior of the center of mass
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