Variations of the elephant random walk

Autor: Gut, Allan, Stadtmüller, Ulrich
Rok vydání: 2018
Předmět:
Zdroj: J. Appl. Probab. 58 (2021) 805-829
Druh dokumentu: Working Paper
DOI: 10.1017/jpr.2021.3
Popis: 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.
Comment: 22 pages
Databáze: arXiv