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Subdiffusive motion takes place at a much slower timescale than diffusive motion. As a preliminary step to studying reaction-subdiffusion pulled fronts, we consider here the hyperbolic limit $(t,x) \to (t/\varepsilon, x/\varepsilon)$ of an…

Analysis of PDEs · Mathematics 2019-12-12 Vincent Calvez , Pierre Gabriel , Álvaro Mateos González

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…

Probability · Mathematics 2023-10-09 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the G$\beta$E models for $\beta>0$.

Probability · Mathematics 2023-02-17 Fanny Augeri , Raphael Butez , Ofer Zeitouni

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We study random walks on groups with the feature that, roughly speaking, successive positions of the walk tend to be "aligned". We formalize and quantify this property by means of the notion of deviation inequalities. We show that deviation…

Probability · Mathematics 2020-12-16 Pierre Mathieu , Alessandro Sisto

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

This is the first of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this first paper, we prove rough estimates for the Green function. Along the way, we introduce the notion of relative…

Dynamical Systems · Mathematics 2020-04-28 Matthieu Dussaule

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

Probability · Mathematics 2014-05-13 Nuno Luzia

The radial probability measures on $R^p$ are in a one-to-one correspondence with probability measures on $[0,\infty[$ by taking images of measures w.r.t. the Euclidean norm mapping. For fixed $\nu\in M^1([0,\infty[)$ and each dimension p,…

Classical Analysis and ODEs · Mathematics 2007-05-23 Margit Rösler , Michael Voit

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random…

Probability · Mathematics 2014-04-11 Luca Avena , Erwin Bolthausen , Christine Ritzmann

The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam…

Classical Analysis and ODEs · Mathematics 2016-01-11 Michael Voit

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

Probability · Mathematics 2018-10-16 Chak Hei Lo , James McRedmond , Clare Wallace

We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…

Probability · Mathematics 2023-01-18 Sébastien Gouëzel

We consider biased random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. Axelsson-Fisk and H\"aggstr\"om established for this model a phase transition for the asymptotic linear speed…

Probability · Mathematics 2018-04-04 Nina Gantert , Matthias Meiners , Sebastian Mueller

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

Given a probability measure on a finitely generated group, the local limit problem consists in finding asymptotics of $p_n(e,e)$, the probability that the random walk at time $n$ is at the origin. We give the classification of all possible…

Group Theory · Mathematics 2025-07-22 Matthieu Dussaule

We study Random Walks in an i.i.d. Random Environment (RWRE) defined on $b$-regular trees. We prove a functional central limit theorem (FCLT) for transient processes, under a moment condition on the environment. We emphasize that we make no…

Probability · Mathematics 2020-03-31 Andrea Collevecchio , Masato Takei , Yuma Uematsu

We give an analogy of Jacobi's formula, which relates the hypergeometric function with parameters $(1/4,1/4,1)$ and theta constants. By using this analogy and twice formulas of theta constants, we obtain a transformation formula for this…

Classical Analysis and ODEs · Mathematics 2022-02-25 Jun Chiba , Keiji Matsumoto

Let $\Gamma$ be a nonelementary hyperbolic group with a word metric $d$ and $\partial\Gamma$ its hyperbolic boundary equipped with a visual metric $d_a$ for some parameter $a>1$. Fix a superexponential symmetric probability $\mu$ on…

Probability · Mathematics 2020-07-28 Vladas Sidoravicius , Longmin Wang , Kainan Xiang