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Bibliographic Details
Main Author: Qin, Shuo
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2309.09795
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Table of Contents:
  • We prove a conjecture by Bertoin that the multi-dimensional elephant random walk on $\mathbb{Z}^d$($d\geq 3$) is transient and the expected number of zeros is finite. We also provide some estimates on the rate of escape. In dimensions $d= 1, 2$, we prove that phase transitions between recurrence and transience occur at $p=(2d+1)/(4d)$. Let $S$ be an elephant random walk with parameter $p$. For $p \leq 3/4$, we provide a Berry-Esseen type bound for properly normalized $S_n$. For $p>3/4$, the distribution of $\lim_{n\to \infty} S_n/n^{2p-1}$ will be studied.