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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

An analysis of the random lattice gas in the annealed limit is presented. The statistical mechanics of disordered lattice systems is briefly reviewed. For the case of the lattice gas with an arbitrary uniform interaction potential and…

Statistical Mechanics · Physics 2011-11-09 A. P. Vieira , L. L. Goncalves

We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…

Probability · Mathematics 2022-12-23 Louigi Addario-Berry , Gavin Barill , Erin Beckman , Jessica Lin

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Probability · Mathematics 2021-06-02 Lampros Gavalakis , Ioannis Kontoyiannis

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Probability · Mathematics 2008-04-10 Jeffrey M. Rosenbluth

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

Probability · Mathematics 2016-06-14 Jonathon Peterson

In this paper, we use a Banach fixed point theorem to obtain suficient conditions satisfying the convergence and exponential convergence of solutions for the linear system of advanced differential equations. The considered system with…

Classical Analysis and ODEs · Mathematics 2020-06-25 Mouataz Billah Mesmouli

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

Disordered Systems and Neural Networks · Physics 2007-05-23 Jung M. Woo , Jan Wehr

In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al.…

Dynamical Systems · Mathematics 2024-05-28 Lucas Reding , Na Zhang

In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…

Probability · Mathematics 2016-08-16 Florence Merlevède , Magda Peligrad , Sergey Utev

We prove a quenched central limit theorem for random walks in i.i.d. weakly elliptic random environments in the ballistic regime. Such theorems have been proved recently by Rassoul-Agha and Sepp\"al\"ainen in [10] and Berger and Zeitouni in…

Probability · Mathematics 2014-09-22 Elodie Bouchet , Christophe Sabot , Renato Soares Dos Santos

The free energy of quenched disordered systems is bounded above by the free energy of the corresponding annealed system. This bound may be improved by applying the annealing procedure, which is just Jensen inequality, after having modified…

Probability · Mathematics 2007-05-23 Francesco Caravenna , Giambattista Giacomin

In [17], the authors have defined an annealed Ising model on random graphs and proved limit theorems for the magnetization of this model on some random graphs including random 2-regular graphs. Then in [11], we generalized their results to…

Probability · Mathematics 2017-09-20 Van Hao Can

A classical Borel Cantelli Lemma gives conditions for deciding whether an infinite number of rare events will almost surely happen. In this article, we propose an extension of Borel Cantelli Lemma to characterize the multiple occurrence of…

Dynamical Systems · Mathematics 2021-03-16 Dmitry Dolgopyat , Bassam Fayad , Sixu Liu

A quenched central limit theorem is derived for the super-Brownian motion with super-Brownian immigration, in dimension $d\geq 4$. At the critical dimension $d=4$, the quenched and annealed fluctuations are of the same order but are not…

Probability · Mathematics 2007-05-23 Wenming Hong , Ofer Zeitouni

We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

Probability · Mathematics 2018-03-28 Dalibor Volny

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.

Probability · Mathematics 2013-06-20 Ze-Chun Hu , Ling Zhou

We establish an abstract quenched linear response result for random dynamical systems, which we then apply to the case of smooth expanding on average cocycles on the unit circle. In sharp contrast to the existing results in the literature,…

Dynamical Systems · Mathematics 2022-11-30 Davor Dragičević , Paolo Giulietti , Julien Sedro

In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…

Dynamical Systems · Mathematics 2020-12-02 Yeor Hafouta
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