Deviation inequalities for the elephant random walk with random step sizes
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Mathematical Physics"
DOI: 10.1063/5.0134987
Abstract: Recently, the asymptotic behaviors of the elephant random walk have attracted a lot of attentions. Many interesting properties for the elephant random walk have been established in the past few years, such as strong invariance… read more here.
Keywords: inequalities elephant; elephant random; deviation inequalities; random walk ... See more keywords
Gaussian fluctuations of the elephant random walk with gradually increasing memory
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Physics A: Mathematical and Theoretical"
DOI: 10.1088/1751-8121/ad1c0d
Abstract: The elephant random walk (ERW) is a discrete-time random walk introduced by Schütz and Trimper (2004) in order to investigate how long-range memory affects the behavior of the random walk. Its particularity is that the… read more here.
Keywords: increasing memory; elephant random; walk; gradually increasing ... See more keywords