Variations of the elephant random walk

Author:

Gut Allan,Stadtmüller UlrichORCID

Abstract

AbstractIn the classical simple random walk the steps are independent, that is, the walker has no memory. In contrast, in the elephant random walk, which was introduced by Schütz and Trimper [19] in 2004, 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.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference20 articles.

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Gaussian fluctuations of the elephant random walk with gradually increasing memory;Journal of Physics A: Mathematical and Theoretical;2024-01-31

2. Analysis of the Smoothly Amnesia-Reinforced Multidimensional Elephant Random Walk;Journal of Statistical Physics;2023-10-16

3. Rates of Convergence in the Central Limit Theorem for the Elephant Random Walk with Random Step Sizes;Journal of Statistical Physics;2023-09-27

4. The elephant random walk with gradually increasing memory;Statistics & Probability Letters;2022-10

5. The enhanced strong invariance principle for the elephant random walk;Communications in Statistics - Theory and Methods;2022-06-29

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