Elephant random walks and their connection to Polya-type urns

被引：86

作者：

Baur, Erich ^{[1
]}

Bertoin, Jean ^{[2
]}

机构：

[1] ENS Lyon, UMPA, 46 Allee Italie, F-69364 Lyon 07, France

[2] Univ Zurich, Inst Math, Winterthurerstr 190, CH-8057 Zurich, Switzerland

来源：

PHYSICAL REVIEW E | 2016年 / 94卷 / 05期

基金：

瑞士国家科学基金会;

关键词：

LIMIT-THEOREMS; ANOMALOUS DIFFUSION; BRANCHING-PROCESSES; SCHEMES;

D O I：

10.1103/PhysRevE.94.052134

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

In this paper, we explain the connection between the elephant random walk (ERW) and an urn model a la Polya and derive functional limit theorems for the former. The ERW model was introduced in [Phys. Rev. E 70, 045101 (2004)] to study memory effects in a highly non-Markovian setting. More specifically, the ERW is a one-dimensional discrete-time random walk with a complete memory of its past. The influence of the memory is measured in terms of a memory parameter p between zero and one. In the past years, a considerable effort has been undertaken to understand the large-scale behavior of the ERW, depending on the choice of p. Here, we use known results on urns to explicitly solve the ERW in all memory regimes. The method works as well for ERWs in higher dimensions and is widely applicable to related models.

引用

页数：6

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