English
Related papers

Related papers: Quenched local central limit theorem for random wa…

200 papers

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

Probability · Mathematics 2014-07-30 Chunmao Huang , Quansheng Liu

In the first part of the article our subject of interest is a simple symmetric random walk on the integers which faces a random risk to be killed. This risk is described by random potentials, which in turn are defined by a sequence of…

Probability · Mathematics 2016-12-12 Gundelinde Wiegel

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

Probability · Mathematics 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold. In the present…

Probability · Mathematics 2013-12-17 Martin Barlow , Krzysztof Burdzy , Adám Timár

We consider point-to-point directed paths in a random environment on the two-dimensional integer lattice. For a general independent environment under mild assumptions we show that the quenched energy of a typical path satisfies a central…

Probability · Mathematics 2023-11-30 H. Christian Gromoll , Mark W. Meckes , Leonid Petrov

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

Consider the invariance principle for a random walk with random environment (denoted by $\mu$) in time on $\bfR$ in a weak quenched sense. We show that a sequence of the random probability measures on $\bfR$ generated by a bounded Lipschitz…

Probability · Mathematics 2023-03-14 You Lv , Wenming Hong

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

Probability · Mathematics 2013-02-12 Marco Lenci

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Probability · Mathematics 2025-10-08 Jean-Dominique Deuschel , Takashi Kumagai , Martin Slowik

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…

Probability · Mathematics 2022-02-09 Alexander Dunlap , Yu Gu

The method of the quantum probability theory only requires simple structural data of graph and allows us to avoid a heavy combinational argument often necessary to obtain full description of spectrum of the adjacency matrix. In the present…

Quantum Physics · Physics 2009-11-13 S. Salimi

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.

Probability · Mathematics 2013-04-15 Martin Barlow , Krzysztof Burdzy , Adam Timar

We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…

Differential Geometry · Mathematics 2021-07-01 Jaelin Kim

Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…

Probability · Mathematics 2015-11-17 Zhiqiang Gao , Quansheng Liu

In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…

Probability · Mathematics 2014-12-22 Denis Denisov , Vitali Wachtel

We consider discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{d}$, $d \geq 2$, including i.i.d.\ supercritical percolation clusters, where the conductances are possibly unbounded…

Probability · Mathematics 2025-08-26 Sebastian Andres , Martin Slowik , Anna-Lisa Sokol

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

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…

Probability · Mathematics 2015-01-15 Alberto Chiarini , Jean-Dominique Deuschel

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen
‹ Prev 1 3 4 5 6 7 10 Next ›