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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Asymptotic analysis of the elephant random walk

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Author(s):
Coletti, Cristian F. [1] ; Papageorgiou, Ioannis [1]
Total Authors: 2
Affiliation:
[1] UFABC Ctr Matemat Comp & Cognicao, Ave Estados 5001, Santo Andre, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT; v. 2021, n. 1 JAN 2021.
Web of Science Citations: 0
Abstract

In this work we study asymptotic properties of a long range memory random walk known as elephant random walk. First we prove recurrence and positive recurrence for the elephant random walk. Then, we establish the transience regime of the model. Finally, under the Poisson hypothesis, we study the replica mean field limit for this random walk and we obtain an upper bound for the expected distance of the walker from the origin. (AU)

FAPESP's process: 17/10555-0 - Stochastic modeling of interacting systems
Grantee:Fabio Prates Machado
Support Opportunities: Research Projects - Thematic Grants