The elephant random walk with gradually increasing memory

Allan Gut and Ulrich Stadtmüller

Statistics & Probability Letters, 2022, vol. 189, issue C

Abstract: In the simple random walk the steps are independent, viz., the walker has no memory. In contrast, in the elephant random walk (ERW), which was introduced by Schütz and Trimper (2004), the next step always depends on the whole path so far. Various authors have studied further properties of the ERW. In Gut and Stadtmüller (2021b) we studied the case when the Elephant remembers only a finite part of the first or last steps. In both cases there was no separation into two different regimes as in the classical ERW. We also posed the question about what happens if she remembers a gradually increasing past. This paper will give some answers to that question. We also discuss related questions for ERW:s with delays.

Keywords: Elephant random walk; Gradually increasing memory; Delay; Moments; Central limit theorem (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109598

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