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We study a class of random homogeneous systems. Our main result says that under suitable general assumptions, these systems converge weakly, upon a suitable normalization, to the probability distribution with density $\frac34 \, (1-x^2) \,…

Probability · Mathematics 2026-04-13 Xinxing Chen , Thomas Duquesne , Zhan Shi

In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…

Probability · Mathematics 2023-06-30 Leandro Chiarini , Milton Jara , Wioletta M. Ruszel

We give a short analytic proof of local large deviations for i.i.d. random variables in the domain of a multivariate $\alpha$-stable law, $\alpha\in(0,1)\cup(1,2]$. Our method simultaneously covers lattice and nonlattice distributions (and…

Probability · Mathematics 2022-02-15 Ian Melbourne , Dalia Terhesiu

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

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…

Probability · Mathematics 2009-11-03 Andrea Collevecchio , Tom Schmitz

We show that for every ergodic and aperiodic probability preserving transformation and $\alpha\in (0,2)$ there exists a function whose associated time series is in the standard domain of attraction of a non-degenerate symmetric…

Dynamical Systems · Mathematics 2023-05-11 Zemer Kosloff , Dalibor Volny

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

Probability · Mathematics 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

Probability · Mathematics 2014-12-01 Nikola Sandrić

In this paper, we analyze the conditions for convergence toward General Relativity of scalar-tensor gravity theories defined by an arbitrary coupling function $\alpha$ (in the Einstein frame). We show that, in general, the evolution of the…

General Relativity and Quantum Cosmology · Physics 2009-11-07 A. Serna , J. -M. Alimi , A. Navarro

Self-similar dynamical processes are characterized by a growing length scale $\xi$ which increases with time as $\xi \sim t^{1/z}$, where z is the dynamical exponent. The best known example is a simple random walk with z=2. Usually such…

Statistical Mechanics · Physics 2016-01-18 Lukas Kades , Manuel Schrauth , Maximilian Schneider , Haye Hinrichsen

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

We study a $d$-dimensional branching random walk (BRW) in an i.i.d. random environment on $\mathbb{Z}^d$ in discrete time. A Bernoulli trap field is attached to $\mathbb{Z}^d$, where each site, independently of the others, is a trap with a…

Probability · Mathematics 2026-01-12 Mehmet Öz

Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…

Statistics Theory · Mathematics 2022-02-02 Dirk-Philip Brandes , Imma Valentina Curato , Robert Stelzer

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in random environment and let $\left\{ S_{n},n=0,1,2,...\right\} $ be its associated random walk. It is known that if the increments of this random walk belong…

Probability · Mathematics 2022-09-29 Vladimir Vatutin , Elena Dyakonova

A theorem of Gao, Jackson and Seward, originally conjectured to be false by Glasner and Uspenskij, asserts that every countable group admits a $2$-coloring. A direct consequence of this result is that every countable group has a strongly…

Dynamical Systems · Mathematics 2019-04-26 Nathalie Aubrun , Sebastián Barbieri , Stéphan Thomassé

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

Consider a supercritical branching random walk on the real line. The consistent maximal displacement is the smallest of the distances between the trajectories followed by individuals at the $n$th generation and the boundary of the process.…

Probability · Mathematics 2019-05-21 Bastien Mallein

The celebrated theorem of Komlos asserts that L1-boundedness is sufficient for a given sequence of functions to contain a subsequence along which (in a "lacunary" manner), and along whose every further subsequence ("hereditarily"), a strong…

Probability · Mathematics 2026-02-27 Istvan Berkes , Ioannis Karatzas , Walter Schachermayer
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