<p>We consider a generalized model of elephant random walks wherein the walker, during the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\((n+1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-st time-stamp, draws from the past (i.e. the set <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\{1,2,\ldots ,n\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mo>…</mo> <mo>,</mo> <mi>n</mi> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>) a sample of <i>k</i> time-stamps, either with replacement or without, where either <i>k</i> may remain fixed as <i>n</i> grows, or <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(k=k(n)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>k</mi> <mo>=</mo> <mi>k</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> may grow with <i>n</i>. Letting <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(U_{n,1}, U_{n,2}, \ldots , U_{n,k}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>U</mi> <mrow> <mi>n</mi> <mo>,</mo> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>U</mi> <mrow> <mi>n</mi> <mo>,</mo> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>U</mi> <mrow> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </mrow> </math></EquationSource> </InlineEquation> denote the time-stamps sampled, the step taken by the walker during the <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\((n+1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-st time-stamp, denoted <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(X_{n+1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>X</mi> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </math></EquationSource> </InlineEquation>, is a <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\pm 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo>±</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation>-valued random variable whose distribution depends on the proportion of <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\((+1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>-valued steps out of <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(X_{U_{n,1}},X_{U_{n,2}},\ldots ,X_{U_{n,k}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>X</mi> <msub> <mi>U</mi> <mrow> <mi>n</mi> <mo>,</mo> <mn>1</mn> </mrow> </msub> </msub> <mo>,</mo> <msub> <mi>X</mi> <msub> <mi>U</mi> <mrow> <mi>n</mi> <mo>,</mo> <mn>2</mn> </mrow> </msub> </msub> <mo>,</mo> <mo>…</mo> <mo>,</mo> <msub> <mi>X</mi> <msub> <mi>U</mi> <mrow> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </msub> </mrow> </math></EquationSource> </InlineEquation> via a reinforcement function <i>f</i>. In this paper, we investigate the asymptotic behaviour—i.e. strong and weak convergence—of this random walk model under suitable assumptions made on the function <i>f</i> (as well as on the sequence <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\{k(n)\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">{</mo> <mi>k</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo stretchy="false">)</mo> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation> when the sample size varies with <i>n</i>).</p>

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Elephant Random Walks with Multiple Extractions and General Reinforcement Functions

  • Moumanti Podder,
  • Archi Roy

摘要

We consider a generalized model of elephant random walks wherein the walker, during the \((n+1)\) ( n + 1 ) -st time-stamp, draws from the past (i.e. the set \(\{1,2,\ldots ,n\}\) { 1 , 2 , , n } ) a sample of k time-stamps, either with replacement or without, where either k may remain fixed as n grows, or \(k=k(n)\) k = k ( n ) may grow with n. Letting \(U_{n,1}, U_{n,2}, \ldots , U_{n,k}\) U n , 1 , U n , 2 , , U n , k denote the time-stamps sampled, the step taken by the walker during the \((n+1)\) ( n + 1 ) -st time-stamp, denoted \(X_{n+1}\) X n + 1 , is a \(\pm 1\) ± 1 -valued random variable whose distribution depends on the proportion of \((+1)\) ( + 1 ) -valued steps out of \(X_{U_{n,1}},X_{U_{n,2}},\ldots ,X_{U_{n,k}}\) X U n , 1 , X U n , 2 , , X U n , k via a reinforcement function f. In this paper, we investigate the asymptotic behaviour—i.e. strong and weak convergence—of this random walk model under suitable assumptions made on the function f (as well as on the sequence \(\{k(n)\}\) { k ( n ) } when the sample size varies with n).