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We consider a quantum particle (walker) on a line who coherently chooses to jump to the left or right depending on the result of toss of a quantum coin. The lengths of the jumps are considered to be independent and identically distributed…

Quantum Physics · Physics 2019-04-26 Sreetama Das , Shiladitya Mal , Aditi Sen De , Ujjwal Sen

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

We investigate branching processes in nearly degenerate varying environment, where the offspring distribution converges to the degenerate distribution at 1. Such processes die out almost surely, therefore, we condition on non-extinction or…

Probability · Mathematics 2024-12-05 Peter Kevei , Kata Kubatovics

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Statistics Theory · Mathematics 2007-06-13 Dong-Yun Kim , Michael Woodroofe

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

Probability · Mathematics 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani

In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step sizes form a sequence of positive independent and identically…

Probability · Mathematics 2023-02-14 Jérôme Dedecker , Xiequan Fan , Haijuan Hu , Florence Merlevède

We study a continuous time random walk, $X$, on ${\mathbb{Z}}^d$ in an environment of random conductances taking values in $(0,\infty)$. We assume that the law of the conductances is ergodic with respect to space shifts. We prove a quenched…

Probability · Mathematics 2019-01-17 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the…

Probability · Mathematics 2021-07-02 Swee Hong Chan , Lila Greco , Lionel Levine , Peter Li

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

Probability · Mathematics 2019-10-04 Chak Hei Lo , Andrew R. Wade

We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…

Probability · Mathematics 2007-05-23 V. I. Afanasyev , J. Geiger , G. Kersting , V. A. Vatutin

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

Probability · Mathematics 2011-10-27 Ron Rosenthal

We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(\mu,\mu)$ distributed random variables, with a specific…

Probability · Mathematics 2022-11-30 Guillaume Barraquand , Mark Rychnovsky

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2013-04-10 Christophe Gallesco , Serguei Popov

Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

Statistical Mechanics · Physics 2019-02-20 Stephane Blanco , Fournier Richard

We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…

Statistics Theory · Mathematics 2022-10-03 Carina Beering , Anne Leucht

We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…

Probability · Mathematics 2016-11-08 Andrey Pilipenko , Vladislav Khomenko

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

Probability · Mathematics 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard
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