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Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…

Probability · Mathematics 2024-11-26 Bingyao Wu , Jie-Xiang Zhu

Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…

Probability · Mathematics 2017-11-17 Amin Coja-Oghlan , Will Perkins , Kathrin Skubch

We consider the random continued fraction S(t) := 1/(s_1 + t/(s_2 + t/(s_3 + >...))) where the s_n are independent random variables with the same gamma distribution. For every realisation of the sequence, S(t) defines a Stieltjes function.…

Mathematical Physics · Physics 2009-11-13 Jens Marklof , Yves Tourigny , Lech Wolowski

Let ${\cal H}=(q_1, \ldots q_r)$ be a finite set of coprime integers and let $n_1, n_2, \ldots$ denote the multiplicative semigroup generated by $\cal H$ and arranged in increasing order. The distribution of such sequences has been studied…

Number Theory · Mathematics 2014-01-13 Christoph Aistleitner , Istvan Berkes , Robert Tichy

We consider a random walk $S_{\tau}$ which is obtained from the simple random walk $S$ by a discrete time version of Bochner's subordination. We prove that under certain conditions on the subordinator $\tau$ appropriately scaled random walk…

Probability · Mathematics 2017-02-22 Alexander Bendikov , Wojciech Cygan , Bartosz Trojan

This article examines the value distribution of $S_{N}(f, \alpha) := \sum_{n=1}^N f(n\alpha)$ for almost every $\alpha$ where $N \in \mathbb{N}$ is ranging over a long interval and $f$ is a $1$-periodic function with discontinuities or…

Number Theory · Mathematics 2023-11-02 Lorenz Frühwirth , Manuel Hauke

Let $\{s_n\}_{n\in\N}$ be a decreasing nonsummable sequence of positive reals. In this paper, we investigate the weighted Birkhoff average $\frac{1}{S_n}\sum_{k=0}^{n-1}s_k\phi(T^kx)$ on aperiodic irreducible subshift of finite type…

Dynamical Systems · Mathematics 2022-06-08 Balázs Bárány , Michał\ Rams , Ruxi Shi

We study discrete expressions of the form $$ T_n(g)=\sum_{i=1}^n a_i g(S_i), \qquad S_i=\sum_{j=1}^i a_j, $$ where $a_i>0$ and $\sum_{i=1}^n a_i=1$. If $g:[0,1]\to\mathbb{R}$ is a decreasing integrable function, we have $$ \sum_{i=1}^n a_i…

Classical Analysis and ODEs · Mathematics 2026-03-11 Jean-Christophe Pain

We extend the classical theorems of Khintchine and Schmidt in metric Diophantine approximation to the context of self-similar measures on $\mathbb{R}^d$. For this, we establish effective equidistribution of associated random walks on…

Dynamical Systems · Mathematics 2026-02-24 Timothée Bénard , Weikun He , Han Zhang

We study the value distribution of the Sudler product $\prod_{n=1}^N |2 \sin (\pi n \alpha )|$ and the Diophantine product $\prod_{n=1}^N (2e\| n \alpha \|)$ for various irrational $\alpha$, as $N$ ranges in a long interval of integers. At…

Dynamical Systems · Mathematics 2025-01-07 Bence Borda

We prove pointwise convergence, as $N\to \infty$, for the multiple ergodic averages $\frac{1}{N}\sum_{n=1}^N f(T^nx)\cdot g(S^{a_n}x)$, where $T$ and $S$ are commuting measure preserving transformations, and $a_n$ is a random version of the…

Dynamical Systems · Mathematics 2011-04-19 Nikos Frantzikinakis , Emmanuel Lesigne , Mate Wierdl

Let $G$ be a finitely generated group equipped with a finite symmetric generating set and the associated word length function $|\cdot |$. We study the behavior of the probability of return for random walks driven by symmetric measures $\mu$…

Probability · Mathematics 2015-01-26 Laurent Saloff-Coste , Tianyi Zheng

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $\sigma$--record…

Probability · Mathematics 2024-01-30 Penghui Lu , Yuqiang Li , Qiang Yao

Let $\rho$ be a borelian probability measure on $\mathrm{SL}_d(\mathbb{R})$. Consider the random walk $(X_n)$ on $\mathbb{R}^d\setminus\{0\}$ defined by $\rho$ : for any $x\in \mathbb{R}^d\setminus\{0\}$, we set $X_0 =x$ and $X_{n+1} =…

Probability · Mathematics 2016-07-12 Jean-Baptiste Boyer

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

Probability · Mathematics 2020-03-18 Robert E. Gaunt

We obtain a uniform ergodic theorem for the sequence $\frac1{s(n)} \sum_{k=0}^n(\varDelta s)(n-k)\,T^k$, where $\varDelta$ is the inverse of the endomorphism on the vector space of scalar sequences which maps each sequence into the sequence…

Spectral Theory · Mathematics 2021-03-22 Laura Burlando

For $R_{\alpha}$ being an irrational rotation of angle $\alpha$ on the one torus $\mathbb{T}$ and $\phi(x)=\frac{1}{x}-\frac{1}{1-x}$, we compare the behavior of the Birkhoff sum $S_N(\phi)=\sum_{k=0}^{N-1}(\phi\circ R_{\alpha}^k)(x)$ with…

Dynamical Systems · Mathematics 2025-08-26 Adam Kanigowski , Tanja I. Schindler

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

Dynamical Systems · Mathematics 2024-05-02 Roland Prohaska

Given a countably infinite group $G$ acting on some space $X$, an increasing family of finite subsets $G_n$ and $x\in X$, a natural question to ask is what asymptotical distribution the sets $G_nx$ form. More formally, we define for a…

Dynamical Systems · Mathematics 2020-09-23 Uriya Pumerantz

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…

Probability · Mathematics 2010-06-08 Ivan Nourdin , Giovanni Peccati , Mark Podolskij