Elephant-Random-Walk

Elephant Random Walk: a non-Markovian Random Walk

2020-2021 秋季学期 清华大学电子工程系 研究生课程 随机过程 樊平毅

Test on WSL-1(Linux 4.4.0-19041-Microsoft) with Python 3.8.5

Deps: numpy==1.19.4 scipy==1.5.4

Src file:

1. erw1.py: Q1
2. erw2.py: Q2
3. erw3.py: Q3.1

Refs:

• Gut, A. and Stadtmüller, U., 2018. Variations of the elephant random walk. arXiv preprint arXiv:1812.01915.

• Bercu, B., 2017. A martingale approach for the elephant random walk. Journal of Physics A: Mathematical and Theoretical, 51(1), p.015201.

• Schütz, G.M. and Trimper, S., 2004. Elephants can always remember: Exact long-range memory effects in a non-Markovian random walk. Physical Review E, 70(4), p.045101.