Scaling behavior for random walks with memory of the largest distance from the origin

Abstract

We study a one-dimensional random walk with memory. The behavior of the walker is modified with respect to the simple symmetric random walk only when he or she is at the maximum distance ever reached from his or her starting point (home). In this case, having the choice to move farther or to move closer, the walker decides with different probabilities. If the probability of a forward step is higher then the probability of a backward step, the walker is bold, otherwise he or she is timorous. We investigate the asymptotic properties of this bold-timorous random walk, showing that the scaling behavior varies continuously from subdiffusive (timorous) to superdiffusive (bold). The scaling exponents are fully determined with a new mathematical approach based on a decomposition of the dynamics in active journeys (the walker is at the maximum distance) and lazy journeys (the walker is not at the maximum distance).