Elephant random walks and their connection to Pólya-type urns

E Baur, J Bertoin - Physical review E, 2016 - APS
In this paper, we explain the connection between the elephant random walk (ERW) and an
urn model à la Pólya and derive functional limit theorems for the former. The ERW model …

A martingale approach for the elephant random walk

B Bercu - Journal of Physics A: Mathematical and Theoretical, 2017 - iopscience.iop.org
The purpose of this paper is to establish, via a martingale approach, some refinements on
the asymptotic behavior of the one-dimensional elephant random walk (ERW). The …

Stochastic movement subject to a reset-and-residence mechanism: transport properties and first arrival statistics

A Masó-Puigdellosas, D Campos… - Journal of Statistical …, 2019 - iopscience.iop.org
In this work, we consider stochastic movement with random resets to the origin followed by a
random residence time before the motion starts again. First, we study the transport …

Random recursive trees and the elephant random walk

R Kürsten - Physical Review E, 2016 - APS
One class of random walks with infinite memory, so-called elephant random walks, are
simple models describing anomalous diffusion. We present a surprising connection between …

On the multi-dimensional elephant random walk

B Bercu, L Laulin - Journal of Statistical Physics, 2019 - Springer
The purpose of this paper is to investigate the asymptotic behavior of the multi-dimensional
elephant random walk (MERW). It is a non-Markovian random walk which has a complete …

Stochastic walker with variable long jumps

U Harbola - Physical Review E, 2023 - APS
Motivated by recent interest in the stochastic resetting of a random walker, we propose a
generalized model where the random walker takes stochastic jumps of lengths proportional …

[HTML][HTML] Characterization of diffusion processes: Normal and anomalous regimes

SB Alves, GF de Oliveira Jr, LC de Oliveira… - Physica A: Statistical …, 2016 - Elsevier
Many man-made and natural processes involve the diffusion of microscopic particles subject
to random or chaotic, random-like movements. Besides the normal diffusion characterized …

Stochastic dynamics of a non-Markovian random walk in the presence of resetting

U Harbola - Physical Review E, 2024 - APS
The discrete stochastic dynamics of a random walker in the presence of resetting and
memory is analyzed. Resetting and memory effects may compete in certain parameter …

Limit theorems for the 'laziest'minimal random walk model of elephant type

T Miyazaki, M Takei - Journal of Statistical Physics, 2020 - Springer
We consider a minimal model of one-dimensional discrete-time random walk with step-
reinforcement, introduced by Harbola, Kumar, and Lindenberg (2014): The walker can move …

Further results on the minimal random walk

B Bercu, VHV Guevara - Journal of Physics A: Mathematical and …, 2022 - iopscience.iop.org
The aim of this paper is to go further in the analysis of the asymptotic behavior of the so-
called minimal random walk (MRW) using a new martingale approach. The MRW is a …