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We extend the notion of the associated random walk and the Wald martingale in random walks where the increments are independent and identically distributed to the more general case of stationary ergodic increments. Examples are given where…

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…

We consider random walks on the line given by a sequence of independent identically distributed jumps belonging to the strict domain of attraction of a stable distribution, and first determine the almost sure exponential divergence rate, as…

This is a self-contained introduction to the applications of ergodic theory of nonsingular (also known as quasi-invariant) group actions and the structure theorem for finitely generated abelian groups on the extreme values of stationary…

Finite dimensional subspaces spanned by exponential functions in the space of square integrable functions on a finite interval of the real line are considered. Their limiting positions are studied and described in terms of expo-polynomials.

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

Consider the sum $Z = \sum_{n=1}^\infty \lambda_n (\eta_n - \mathbb{E}\eta_n)$, where $\eta_n$ are i.i.d.~gamma random variables with shape parameter $r > 0$, and the $\lambda_n$'s are predetermined weights. We study the asymptotic behavior…

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

We show that the probability that a finitely supported random walk on a non-elementary subgroup of the the mapping class group gives a non-pseudo-Anosov element decays exponentially in the length of the random walk. More generally, we show…

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a…

For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of…

Let $M_n$ be the number of steps of the loop-erasure of a simple random walk on $\mathbb{Z}^2$ from the origin to the circle of radius $n$. We relate the moments of $M_n$ to $Es(n)$, the probability that a random walk and an independent…

Linear combinations of exponentials $e^{i\lambda_kt}$ in the case where the distance between some points $\lambda_k$ tends to zero are studied. D. Ullrich has proved the basis property of the divided differences of exponentials in the case…

Using the natural extension for $\theta$-expansions, we give an infinite-order-chain representation of the sequence of the incomplete quotients of these expansions. Together with the ergodic behavior of a certain homogeneous random system…

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

We report on a novel response to biases in deterministic superdiffusion. For its reduced map, we show using infinite ergodic theory that the time-averaged velocity (TAV) is intrinsically random and its distribution obeys the generalized…

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

We prove a Tauberian theorem concerning power series admitting square root singularities. More precisely we give an asymptotic expansion to any order of the coefficients of a power series admitting square-root type singularities. This…