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We prove a pointwise ergodic theorem and a maximal inequality for actions of amenable groups on noncommutative measure spaces. To do so, we establish a square function estimate quantifying the difference between ergodic averages and some…

Operator Algebras · Mathematics 2025-08-29 Léonard Cadilhac , Simeng Wang

We consider the limit behavior of an excited random walk (ERW), i.e., a random walk whose transition probabilities depend on the number of times the walk has visited to the current state. We prove that an ERW being naturally scaled…

Probability · Mathematics 2016-11-10 Andrey Pilipenko

We study first passage percolation on the plane for a family of invariant, ergodic measures on $\mathbb{Z}^2$. We prove that for all of these models the asymptotic shape is the $\ell$-$1$ ball and that there are exactly four infinite…

Probability · Mathematics 2020-04-30 Gerandy Brito , Christopher Hoffman

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

We prove the existence and describe limiting curves resulting from deviations in partial sums in the ergodic theorem for cylindrical functions and polynomial (self-similar) adic systems. For a general ergodic measure-preserving…

Dynamical Systems · Mathematics 2017-01-27 Aleksei Minabutdinov

We study parametric estimation of ergodic diffusions observed at high frequency. Different from the previous studies, we suppose that sampling stepsize is unknown, thereby making the conventional Gaussian quasi-likelihood not directly…

Statistics Theory · Mathematics 2019-02-01 Shoichi Eguchi , Hiroki Masuda

In this note we show existence of bounded, transitive cocycles over a transitive action of a finitely generated group, and bounded, ergodic cocycles over an ergodic, probability preserving action of $\Bbb Z^d$.

Dynamical Systems · Mathematics 2021-04-14 Jon. Aaronson , Benjamin Weiss

Let $(\xi_k)$ and $(\eta_k)$ be infinite independent samples from different distributions. We prove a functional limit theorem for the maximum of a perturbed random walk $\underset{0\leq k\leq n}{\max}\,(\xi_1+\ldots+\xi_k+\eta_{k+1})$ in a…

Probability · Mathematics 2014-02-20 Alexander Iksanov , Andrey Pilipenko

We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…

Probability · Mathematics 2017-02-07 Erhan Bayraktar , Andrea Cosso , Huyên Pham

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

In this paper we study asymptotic distributions associated to piecewise quasi-polynomials. The main result obtained here is used in another paper of the authors "The equivariant index of twisted Dirac operators and semi-classical limits".

Classical Analysis and ODEs · Mathematics 2017-08-29 Paul-Emile Paradan , Michele Vergne

The aim of this paper is to obtain an asymptotic expansion for ergodic integrals of translation flows on flat surfaces of higher genus (Theorem 1) and to give a limit theorem for these flows (Theorem 2).

Dynamical Systems · Mathematics 2014-07-28 Alexander I. Bufetov

We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…

Probability · Mathematics 2012-01-10 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

Using the Gell-Mann-Oakes-Renner (GOR) relation and semi-classical arguments, we show that the bulk quark spectrum in QCD exhibits a variety of regimes including the ergodic one described by random matrix theory. We analyze the quark…

High Energy Physics - Phenomenology · Physics 2015-06-25 R. A. Janik , M. A. Nowak , G. Papp , I. Zahed pages , : , 4

Given a finite-range random walk on a finitely generated free group , what is the asymptotic behaviour, as the number of steps goes to infinity, of the sequence of probabilities that the random walk is at a given element of the group? In…

Probability · Mathematics 2025-07-22 Guillaume Chevalier

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

Probability · Mathematics 2011-05-24 Jean-Christophe Mourrat

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

After a quick review of the representation theory of the symmetric group, we give an exposition of the tools brought about by the so-called half-infinite wedge representation of the infinite symmetric group. We show how these can be applied…

Representation Theory · Mathematics 2014-02-28 Rodolfo Rios-Zertuche

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

Probability · Mathematics 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

Probability · Mathematics 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette