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A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…

Probability · Mathematics 2026-01-27 Xue Xiaofeng

We take scaling limits of the Bouchaud and Dean trap model on Parisi's tree in time scales where the dynamics is either ergodic (close to equilibrium) or aging (far from equilibrium). These results follow from a continuity theorem…

Probability · Mathematics 2025-10-16 Luiz Renato Fontes , Andrea Hernández

It is well known that random walks in one dimensional random environment can exhibit subdiffusive behavior due to presence of traps. In this paper we show that the passage times of different traps are asymptotically independent exponential…

Probability · Mathematics 2010-12-14 Dmitry Dolgopyat , Ilya Goldsheid

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Probability · Mathematics 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…

Probability · Mathematics 2023-11-03 Simon Campese , Nicolas Lengert , Mark Podolskij

We review the aging phenomenon in the context of the simplest trap model, Bouchaud's REM-like trap model, from a spectral theoretic point of view. We show that the generator of the dynamics of this model can be diagonalized exactly. Using…

Probability · Mathematics 2007-05-23 Anton Bovier , Alessandra Faggionato

We investigate the dynamic relaxation of random walks on temporal networks by focusing in the recently proposed activity driven model [Perra \textit{et al.} Sci. Rep. srep00469 (2012)]. For realistic activity distributions with a power-law…

Statistical Mechanics · Physics 2014-11-18 Angélica S. Mata , Romualdo Pastor-Satorras

Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…

Probability · Mathematics 2009-11-04 Piotr Milos

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Probability · Mathematics 2015-04-15 Anton Bovier , Lisa Hartung

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under…

Probability · Mathematics 2025-10-02 Siva Athreya , Alexander Drewitz , Rongfeng Sun

Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at…

Probability · Mathematics 2010-11-19 C. Boeinghoff , E. E. Dyakonova , G. Kersting , V. A. Vatutin

Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the…

Probability · Mathematics 2008-07-29 Kouji Yano , Yuko Yano , Marc Yor

We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Brownian bridge, as the number of events grows large, which relies…

Probability · Mathematics 2017-11-08 Harsha Honnappa , Rahul Jain , Amy R. Ward

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

Probability · Mathematics 2008-02-04 Piotr Milos

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

Probability · Mathematics 2012-09-07 Christian Böinghoff , Götz Kersting

We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…

Probability · Mathematics 2016-11-22 Adam Bowditch

When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…

Probability · Mathematics 2010-01-20 Thomas Meinguet , Johan Segers

We study the asymptotic behaviour of a random walk whose evolution is dependent on the state of an itself dynamically evolving environment. In particular, we extend our previous results in [Bethuelsen and V\"ollering, 2016] and prove a…

Probability · Mathematics 2024-11-21 Stein Andreas Bethuelsen , Florian Völlering

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

Probability · Mathematics 2022-08-02 Magda Peligrad , Sergey Utev
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