Search arXivSearch

arXiv · 2609.14753

A Superdiffusive Local Limit Theorem for the Elephant Random Walk and the Breakdown of Log-Concavity

Abstract

Let $(S_n)_{n\geq 1}$ be the one-dimensional Elephant Random Walk (ERW) in the superdiffusive regime, with memory parameter $p\in(3/4,1)$ and first-step bias $\mathbb{P}(S_1=1)=q$. Set $a=2p-1\in(1/2,1)$. If $f_{q,a}$ denotes the density of the superdiffusive limit $L_{q,a}$, we prove the uniform local limit theorem $\lim_{n\to\infty}\sup_{j\in\mathbb{Z},\,j\equiv n\;(\mathrm{mod}\;2)}\left|\frac{n^a}{2}\mathbb{P}(S_n=j)-f_{q,a}(j/n^a)\right|=0$. The proof uses the exact recurrence for the probability mass function of $S_n$, yielding uniform $O(n^{-a})$ and $O(n^{-2a})$ bounds for the p.m.f. and its first discrete differences, respectively. We then disprove a conjecture of Guérin, Laulin, Raschel and Simon concerning eventual log-concavity. Writing $L_a=L_{1,a}$ and $f_a=f_{1,a}$, let $a_{\rm ev}$ be the eventual-log-concavity threshold and let $a_\star$ be the upper failure threshold for log-concavity of $f_a$. Their results imply $a_{\rm ev}\geq(\sqrt{5}-1)/2$, and we prove $(\sqrt{5}-1)/2\leq a_{\rm ev}\leq\min\{0.80399,a_\star\}\leq a_\star<0.918$. The bound $a_\star<0.918$ follows from the first three exact moments of $L_a$ and the sharp skewness inequality for centered log-concave distributions, while $a_{\rm ev}\leq0.80399$ follows from a certified finite-order analysis of the exact p.m.f. recurrence. Direct numerical iterations provide evidence that $a_{\rm ev}\approx0.80399$, equivalently $p_{\rm ev}\approx0.902$.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Hélio Trinas, Glauco Valle. 2026-09-13. A Superdiffusive Local Limit Theorem for the Elephant Random Walk and the Breakdown of Log-Concavity. https://arxiv.org/abs/2609.14753

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

The extremal process of a cascading family of branching Brownian motion

We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type $1$ move on the real line according to Brownian motions and branch at rate $1$ into two children of type $1$. Furthermore, at rate $α$, they give birth to children too of type $2$. Particles of type $2$ move according to standard Brownian motion and branch at rate $1$, but cannot give birth to descendants of type $1$. We obtain the asymptotic behaviour of the extremal process of particles of type $2$.

math.PR

On the Wasserstein distance between a hyperuniform point process and its mean

We study the existence of bounds on the expected $p$-Wasserstein distance between a random measure and its mean under the assumption that the $p$-th centered moments of the counting statistics are controlled uniformly in space. The average Wasserstein transport cost is shown to be bounded from above and from below by some multiples of the number of points. $D$-dimensional versions of those results are also obtained. As a corollary, we prove that for any value of $p\geq 1$ the Ginibre point process can be seen as a perturbed lattice with identically distributed perturbations with a finite $p$-th moment.

math.PR

Breuer-Major Theorems for Hilbert Space-Valued Random Variables

Let $\{X_k\}_{k\in\mathbb Z}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal H_1$, and let $G:\mathcal H_1\to\mathcal H_2$ be a measurable map into another separable Hilbert space $\mathcal H_2$. We derive a central limit theorem for the centered normalized partial sums of the Hilbert space-valued subordinated process $\{G[X_k]\}_{k\in\mathbb Z}$. Our result holds under either of two sets of sufficient conditions, formulated in terms of the transformation $G$ and the temporal and cross-sectional dependence structure of $\{X_k\}_{k\in\mathbb Z}$. These conditions coincide in finite dimensions but lead to genuinely different phenomena in the infinite-dimensional setting. The proof relies on the recently developed Fourth Moment Theorem on Hilbert spaces, leveraging tools from the infinite-dimensional Malliavin-Stein framework. We also provide continuous-time and quantitative versions of the central limit theorem. In a series of examples, we recover and strengthen limit theorems for a wide array of statistics relevant in functional data analysis, and present, as an application of our result, a novel limit theorem in the framework of neural operators.

math.PR