Séminaire MODAL'X : Rafik Aguech (Universite de Monastir, Tunisie)

Résumé : A step-reinforced random walk is a discrete-time stochastic process with long-range dependence. At each step, with a fixed probability α, the so-called positively step-reinforcedrandom walk repeats one of its previous steps, chosen randomly and uniformly from its entire history. Alternatively, with probability 1 − α, it makes an independent move.For the so-called negatively step-reinforced random walk, the process is similar, but any repeated step is taken with its direction reversed.These random walks have been introduced respectively by Simon (1955) and Bertoin (2024) and are sometimes referred to the self confident step-reinforced random walk and the counterbalanced step-reinforced randomwalk respectively.
In this talk, we introduce a new class of unbalanced step-reinforced random walks for which we prove the strong law of large numbers and the central limit theorem. In particular, our work provides a unified treatment of the famous elephant  random walk introduced by Schutz and Trimper (2004) and the positively and negatively step-reinforced random walks.