Publication: Elephant random walks and their connection to Pólya-type urns
Elephant random walks and their connection to Pólya-type urns
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Baur, E., & Bertoin, J. (2016). Elephant random walks and their connection to Pólya-type urns. Physical Review. E, 94, online. https://doi.org/10.1103/PhysRevE.94.052134
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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 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 $p$
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- Baur, Erich
- Bertoin, Jean
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Baur, E., & Bertoin, J. (2016). Elephant random walks and their connection to Pólya-type urns. Physical Review. E, 94, online. https://doi.org/10.1103/PhysRevE.94.052134
