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We present a general framework for weak convergence to decorated L\'evy processes in enriched spaces of c\`adl\`ag functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and…

Dynamical Systems · Mathematics 2025-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Ian Melbourne , Mike Todd

The time at which a one-dimensional continuous strong Markov process attains a boundary point of its state space is a discontinuous path functional and it is, therefore, unclear whether the exit time can be approximated by hitting times of…

Probability · Mathematics 2019-11-11 Thomas Kruse , Mikhail Urusov

We construct the law of L\'{e}vy processes conditioned to stay positive under general hypotheses. We obtain a Williams type path decomposition at the minimum of these processes. This result is then applied to prove the weak convergence of…

Probability · Mathematics 2016-08-16 Loïc Chaumont , Ron A. Doney

We study Dirichlet process-based models for sets of predictor-dependent probability distributions, where the domain and predictor space are general Polish spaces. We generalize the definition of dependent Dirichlet processes, originally…

Statistics Theory · Mathematics 2022-05-12 Andres Iturriaga , Carlos A. Sing Long , Alejandro Jara

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 nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of bounded random conductances $\omega_{xy}\in[0,1]$. The conductance law is i.i.d. subject to the condition that the probability of $\omega_{xy}>0$…

Probability · Mathematics 2009-04-26 Noam Berger , Marek Biskup , Christopher E. Hoffman , Gady Kozma

Consider a random walk on $\mathbb{Z}^d$ in a translation-invariant and ergodic random environment and starting from the origin. In this short note, assuming that a quenched invariance principle for the opportunely-rescaled walks holds, we…

Probability · Mathematics 2025-12-09 Alberto Chiarini , Simone Floreani , Federico Sau

Consider a Markov process $\{\Phi(t) : t\geq 0\}$ evolving on a Polish space ${\sf X}$. A version of the $f$-Norm Ergodic Theorem is obtained: Suppose that the process is $\psi$-irreducible and aperiodic. For a given function $f\colon{\sf…

Probability · Mathematics 2015-12-03 I. Kontoyiannis , S. P. Meyn

In this paper, we prove first that the iterates of a mean nonexpansive map defined on a weakly compact, convex set converge weakly to a fixed point in the presence of Opial's property and asymptotic regularity at a point. Next, we prove the…

Functional Analysis · Mathematics 2016-11-30 Torrey M. Gallagher

We consider an interacting particle system on $\Z^d$ with finite state space and interactions of infinite range in a high-noise regime. Assuming that the rate of change is continuous and that a Dobrushin-like condition holds, we show that…

Probability · Mathematics 2011-03-01 Eva Loecherbach

In this paper we prove the existence of weak solutions to degenerate parabolic systems arising from the fully coupled moisture movement, solute transport of dissolved species and heat transfer through porous materials. Physically relevant…

Analysis of PDEs · Mathematics 2017-07-24 Michal Beneš , Igor Pažanin

We extend the peeling exploration introduced in arxiv:1506.01590 to the setting of Boltzmann planar maps coupled to a rigid $O(n)$ loop model. Its law is related to a class of discrete Markov processes obtained by confining random walks to…

Probability · Mathematics 2018-09-07 Timothy Budd

We study an unbiased, discrete time random walk on the nonnegative integers, with the origin absorbing. The process has a history-dependent step length: the walker takes steps of length v while in a region which has been visited before, and…

Statistical Mechanics · Physics 2012-08-27 Ronald Dickman , Francisco Fontenele Araujo, , Daniel ben-Avraham

Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $\alpha >1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) =…

Probability · Mathematics 2009-10-22 Johel Beltran , Claudio Landim

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Mihai Anitescu

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

Statistical Mechanics · Physics 2023-03-02 Pascal Grange

We show a central limit theorem for random walk on a Galton-Watson tree, when the edges of the tree are assigned randomly uniformly elliptic conductances. When a positive fraction of edges is assigned a small conductance $\varepsilon$, we…

Probability · Mathematics 2024-10-14 Tabea Glatzel , Jan Nagel

We study the emergence of correlations between $N$ components of the position of a diffusive walker in $N$ dimensions that starts at the origin and resets to previously visited sites with certain probabilities. This is equivalent to $N$…

Statistical Mechanics · Physics 2026-03-31 Denis Boyer , Satya N. Majumdar

We revisit the geometrically decaying step size given a positive inverse condition number, under which a locally Lipschitz function shows linear convergence. The positivity does not require the function to satisfy convexity, weak convexity,…

Optimization and Control · Mathematics 2025-12-04 Jihun Kim

We consider one infinite path of a Random Walk in Random Environment (RWRE, for short) in an unknown environment. This environment consists of either i.i.d.\ site or bond randomness. At each position the random walker stops and tells us the…

Probability · Mathematics 2021-09-16 Jonas Jalowy , Matthias Löwe