English
Related papers

Related papers: Almost sure functional central limit theorem for b…

200 papers

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…

Probability · Mathematics 2007-05-23 Makoto Katori , Hideki Tanemura

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…

Probability · Mathematics 2025-01-03 Bálint Tóth

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

We consider a random walk on Z^d in an i.i.d. balanced random environment, that is a random walk for which the probability to jump from x to nearest neighbor x+e is the same as to nearest neighbor x-e. Assuming that the environment is…

Probability · Mathematics 2012-07-05 Noam Berger , Jean-Dominique Deuschel

We consider a random walk $\{S_n\}_{n\in \mathbb{N}}$ in time-inhomogeneous random environment $\xi$. For almost each realization of $\xi$, we formulate a quenched harmonic function, based on which we can define the random walk in random…

Probability · Mathematics 2022-11-29 Wenming Hong , Shengli Liang

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under…

Probability · Mathematics 2025-10-02 Siva Athreya , Alexander Drewitz , Rongfeng Sun

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

We prove a strong law of large numbers and an annealed invariance principle for a random walk in a one-dimensional dynamic random environment evolving as the simple exclusion process with jump parameter $\gamma$. First, we establish that if…

Probability · Mathematics 2015-11-02 François Huveneers , François Simenhaus

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

Probability · Mathematics 2025-09-04 Maxence Baccara

Let $\left\{ S_{n},n\geq 0\right\} $ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

Probability · Mathematics 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

Our goal is to investigate the asymptotic behavior of the center of mass of the elephant random walk, which is a discrete-time random walk on integers with a complete memory of its whole history. In the diffusive and critical regimes, we…

Probability · Mathematics 2020-04-10 Bernard Bercu , Lucile Laulin

In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…

Probability · Mathematics 2025-10-21 Lorenz A. Gilch

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

Probability · Mathematics 2022-08-02 Magda Peligrad , Sergey Utev

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

Probability · Mathematics 2025-04-10 Sebastian Andres

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a 2d-random walk in different situations: when the r.f. is iid with a second order moment (random sceneries), or when it is…

Probability · Mathematics 2019-08-13 Guy Cohen , Jean-Pierre Conze

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

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
‹ Prev 1 3 4 5 6 7 10 Next ›