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A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

Probability · Mathematics 2015-04-28 Alexander Iksanov , Andrey Pilipenko

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

Probability · Mathematics 2016-08-04 Darcy Camargo , Serguei Popov

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to L{\'e}vy processes in the Skorokhod space…

Probability · Mathematics 2016-06-29 V. Yu. Korolev , A. V. Chertok , A. Yu. Korchagin , E. V. Kossova , A. I. Zeifman

We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…

Probability · Mathematics 2020-08-26 Dmitry Dolgopyat , Ilya Goldsheid

Let $S_n$ be a lattice random walk with mean zero and finite variance, and let $\Lambda^a_n$ be its occupation measure at level $a$. In this note, we prove local limit theorems for $\Pr[S_n=x,\Lambda^a_n=\ell]$ and…

Probability · Mathematics 2019-01-28 Pierre Yves Gaudreau Lamarre

Suppose that under the action of gravity, liquid drains through the unit $d$-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal…

Probability · Mathematics 2010-09-01 Mathew D. Penrose , Andrew R. Wade

Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

Probability · Mathematics 2012-01-31 Serguei Popov , Marina Vachkovskaia

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

Probability · Mathematics 2010-09-14 Rodolphe Garbit

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

Statistical Mechanics · Physics 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

Probability · Mathematics 2022-09-29 Xiaoqin Guo , Hung V. Tran

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

Probability · Mathematics 2009-06-22 Marco Lenci

We prove a quenched central limit theorem for random walks in i.i.d. weakly elliptic random environments in the ballistic regime. Such theorems have been proved recently by Rassoul-Agha and Sepp\"al\"ainen in [10] and Berger and Zeitouni in…

Probability · Mathematics 2014-09-22 Elodie Bouchet , Christophe Sabot , Renato Soares Dos Santos

We study internal diffusion limited aggregation on $\mathbb{Z}$, where a cluster is grown incrementally by adding, for each random walk dispatched from the origin, the first site it reaches outside the cluster. We assume that the increment…

Probability · Mathematics 2026-03-11 Conrado da Costa , Debleena Thacker , Andrew Wade

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

Probability · Mathematics 2011-09-02 Gabriel Faraud

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $\sigma$--record…

Probability · Mathematics 2024-01-30 Penghui Lu , Yuqiang Li , Qiang Yao

We show that the Bernoulli part extraction method can be used to obtain approximate forms of the local limit theorem for sums of independent lattice valued random variables, with effective error term, that is with explicit parameters and…

Probability · Mathematics 2017-07-20 Rita Giuliano , Michel Weber

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

Probability · Mathematics 2014-07-30 Chunmao Huang , Quansheng Liu

We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying it, we…

Probability · Mathematics 2020-12-24 Kohei Uchiyama