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We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

Probability · Mathematics 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

We study random walks on $\mathbb Z^d$ (with $d\ge 2$) among stationary ergodic random conductances $\{C_{x,y}\colon x,y\in\mathbb Z^d\}$ that permit jumps of arbitrary length. Our focus is on the Quenched Invariance Principle (QIP) which…

Probability · Mathematics 2023-10-05 Marek Biskup , Xin Chen , Takashi Kumagai , Jian Wang

We consider random walks among random conductances on $\mathbb{Z}^2$ and establish precise asymptotics for the associated potential kernel and the Green's function of the walk killed upon exiting balls. The result is proven for random walks…

Probability · Mathematics 2020-08-11 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

By synchronously coupling multiple Lorentz trajectories exploring the same environment consisting of randomly placed scatterers in R^3 we upgrade the annealed invariance principle proved in [C. Lutsko, B. T\'oth, Commun. Math. Phys. 379…

Probability · Mathematics 2025-02-27 Bálint Tóth

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Probability · Mathematics 2025-10-08 Jean-Dominique Deuschel , Takashi Kumagai , Martin Slowik

We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…

Differential Geometry · Mathematics 2021-07-01 Jaelin Kim

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Probability · Mathematics 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

Probability · Mathematics 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

We prove a quenched almost sure invariance principle for certain classes of random distance expanding dynamical systems which do not necessarily exhibit uniform decay of correlations.

Dynamical Systems · Mathematics 2020-09-14 Davor Dragicevic , Yeor Hafouta

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Probability · Mathematics 2013-03-07 Mikko Stenlund

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 study dynamic random conductance models on $\mathbb{Z}^2$ in which the environment evolves as a reversible Markov process that is stationary under space-time shifts. We prove under a second moment assumption that two conditionally…

Probability · Mathematics 2020-09-30 Noah Halberstam , Tom Hutchcroft

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

Probability · Mathematics 2011-02-24 Jonathon Peterson , Ofer Zeitouni

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 discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig