Related papers: Central limit theorems for hyperbolic spaces and J…

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Under purification and irreducibility assumptions, these Markov processes admit a unique invariant measure…

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…

This paper enhances the result of the work [G. Kozma, B. T\'oth, Ann. Probab. vol. 45 (2017) 4307-4347] . We prove the central limit theorem (in probability w.r.t. the environment) for the displacement of a random walker in divergence-free…

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…

We use precise asymptotic expansions for Jacobi functions $\phi^{(\alpha,\beta)}_\lambda$ parameters $\alpha$, $\beta$ satisfying $\alpha>1/2$, $\alpha>\beta>-1/2$, to generalizing classical H\"ormander-type multiplier theorem for the…

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

We prove a central limit theorem for random walks with finite variance on linear groups.

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…

In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of standard scaling to fractional Hamilton Jacobi Bellman type…

We show the existence of a trace process at infinity for random walks on hyperbolic groups of conformal dimension < 2 and relate it to the existence of a reflecting random walk. To do so, we employ the theory of Dirichlet forms which…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

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…

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

We investigate the large $n$ behavior of Jacobi polynomials with varying parameters $P_{n}^{(an+\alpha,\,bn+\beta)}(1-2\lambda^{2})$ for $a,b >-1$ and $\lambda\in(0,\,1)$. This is a well-studied topic in the literature but some of the…

We prove central limit theorems, Berry-Esseen type theorems, almost sure invariance principles, large deviations and Livsic type regularity for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j(...,X_{j-1},X_j,X_{j+1},...)$, where $(X_j)$…

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…