Residual diffusivity in elephant random walk models with stops

DOI10.4310/CMS.2018.V16.N7.A12MaRDI QIDQ667017zbMATH OpenOpenAlexWikidataFDO

Authors Jiancheng Lyu, Yifeng Yu, Jack Xin

Publication date 12 March 2019

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.02711

zbMATH Keywords

sub-diffusionelephant random walk with stopsmoment analysisresidual diffusivity

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Perturbations of PDEs on manifolds; asymptotics (58J37) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability $epsilon$. At any $epsilon>0$, the large time behavior transitions from sub-diffusive at $epsilon=0$ to diffusive in a wedge shaped parameter regime where the diffusivity is strictly above that in the un-perturbed ERWS model in the $epsilondownarrow0$ limit. The perturbed ERWS model is shown to be solvable with the first two moments and their asymptotics calculated exactly in both one and two space dimensions. The model provides a discrete analytical setting of the residual diffusion phenomenon known for the passive scalar transport in chaotic flows (e.g. generated by time periodic cellular flows and statistically sub-diffusive) as molecular diffusivity tends to zero.

Recommendations

• On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution
• Enhanced diffusivity in perturbed senile reinforced random walk models
• A martingale approach for the elephant random walk
• Gaussian fluctuation for superdiffusive elephant random walks
• Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality

Cited in

(6)

• Functional limit theorems for the multi-dimensional elephant random walk
• Enhanced diffusivity in perturbed senile reinforced random walk models
• The enhanced strong invariance principle for the elephant random walk
• A martingale approach for the elephant random walk
• On the multi-dimensional elephant random walk
• On the almost sure central limit theorem for the elephant random walk

This page was built for publication: Residual diffusivity in elephant random walk models with stops

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q667017)