title: Elephant random walks and their connection to Pólya-type urns.
abstract: In this paper, we explain the connection between the elephant random walk (ERW) and an urn model à la Pólya and derive functional limit theorems for the former. The ERW model was introduced in [Phys. Rev. E 70, 045101 (2004)10.1103/PhysRevE.70.045101] to study memory effects in a highly non-Markovian setting. More specifically, the ERW is a one-dimensional discrete-time random walk with a complete memory of its past. The influence of the memory is measured in terms of a memory parameter p between zero and one. In the past years, a considerable effort has been undertaken to understand the large-scale behavior of the ERW, depending on the choice of p. Here, we use known results on urns to explicitly solve the ERW in all memory regimes. The method works as well for ERWs in higher dimensions and is widely applicable to related models.
authors.affiliation: UMPA, ENS Lyon, 46, allée d'Italie, F-69364 Lyon Cedex 07, France.
authors.forename: Erich
authors.initials: E
authors.lastname: Baur
authors.affiliation: Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland.
authors.forename: Jean
authors.initials: J
authors.lastname: Bertoin