A strong invariance principle for the elephant random walk

We consider a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory called the elephant random walk (ERW). We prove a strong invariance principle for the ERW. More specifically, we prove that, under a suitable scaling and in the diffusive regime as well as at the critical value $p_c=3\mathrm{/}4$ where the model is marginally superdiffusive, the ERW is almost surely well approximated by a Brownian motion. As a by-product of our result we get the law of iterated logarithm and the central limit theorem for the ERW.