



























Elephant random walk is a kind of one-dimensional discrete-time random walk with infinite memory: For each step, with probability $α$ the walker adopts one of his/her previous steps uniformly chosen at random, and otherwise he/she performs like a simple random walk (possibly with bias). It admits phase transition from diffusive to superdiffusive behavior at the critical value $α_c=1/2$. For $α\in (α_c, 1)$, there is a scaling factor $a_n$ of order $n^α$ such that the position $S_n$ of the walker at time $n$ scaled by $a_n$ converges to a nondegenerate random variable $W$, whose distribution is not Gaussian. Our main result shows that the fluctuation of $S_n$ around $W \cdot a_n$ is still Gaussian. We also give a description of phase transition induced by bias decaying polynomially in time.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。