Limit theorems for elephant random walks remembering the recent past, with applications to the Takagi-van der Waerden class functions

We study the Takagi-van der Waerden functions $f_r(x)$, a well-known class of continuous but nowhere differentiable functions, from probabilistic point of view. As an application of elephant random walks remembering the recent past (ERWRP, a.k.a. symmetric correlated random walks), we obtain precise estimates for the oscillations of $f_r(x)$. We also establish a result on the necessary and sufficient condition for localization of the ERWRP with variable step length, which can be applied to obtain a complete description of the differentiability properties of the Takagi-van der Waerden class functions.