Open Access
2024 How often does a critical elephant random walk return to origin
Zheng Fang
Author Affiliations +
Electron. Commun. Probab. 29: 1-12 (2024). DOI: 10.1214/24-ECP636

Abstract

We study the asymptotic behaviour of the number of times the elephant random walk in the critical regime visits the origin. Our result entails that most zeros of the critical elephant random walk occur shortly before its last passage time at zero. Additionally, we derive the tail estimate of the first return time of the random walk.

Acknowledgments

I would like to express my gratitude to my supervisor Jean Bertoin for his patience and all the valuable discussions I had with him during the time I wrote this article. Also, I would like to thank the anonymous referees for valuable comments that improved the quality of the paper.

Citation

Download Citation

Zheng Fang. "How often does a critical elephant random walk return to origin." Electron. Commun. Probab. 29 1 - 12, 2024. https://doi.org/10.1214/24-ECP636

Information

Received: 18 June 2024; Accepted: 2 October 2024; Published: 2024
First available in Project Euclid: 13 October 2024

Digital Object Identifier: 10.1214/24-ECP636

Subjects:
Primary: 60G42 , 60J10 , 60J55

Keywords: elephant random walk , first return time , scaling limits

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