Institut für Mathematik


Modul:   MAT971  Stochastische Prozesse

The elephant random walk and some related processes

Vortrag von Lucile Laulin

Sprecher eingeladen von: Prof. Dr. Jean Bertoin

Datum: 08.12.21  Zeit: 17.15 - 18.15  Raum: ETH HG G 19.1

The elephant random walk (ERW) is a fascinating discrete-time random walk on integers which was introduced in the early 2000s by two physicists in order to investigate how long-range memory affects the behavior of the random walk. In this talk, I will present how martingale theory can be used to obtain results on the asymptotic behavior of the ERW and some of its related processes (center of mass, reinforced version…). I will also explain how it is possible to estimate the memory parameter of the ERW.