English
Related papers

Related papers: Global observables for random walks: law of large …

200 papers

For an arbitrary transient random walk $(S_n)_{n\ge 0}$ in $\mathbb Z^d$, $d\ge 1$, we prove a strong law of large numbers for the spatial sum $\sum_{x\in\mathbb Z^d}f(l(n,x))$ of a function $f$ of the local times…

Probability · Mathematics 2019-08-20 I. M. Asymont , D. Korshunov

This paper explores the joint behaviour of the summands of a random walk when their mean value goes to infinity as its length increases. It is proved that all the summands must share the same value, which extends previous results in the…

Statistics Theory · Mathematics 2012-05-30 Michel Broniatowski , Zhansheng Cao

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

Probability · Mathematics 2007-05-23 Francesco Caravenna

We prove a law of large numbers for certain random walks on certain attractive dynamic random environments when initialised from all sites equal to the same state. This result applies to random walks on $\mathbb{Z}^d$ with $d\geq1$. We…

Probability · Mathematics 2018-01-11 Stein Andreas Bethuelsen , Markus Heydenreich

We study a random walk driven by a particle system from a generic class, and establish a law of large numbers for the walk for almost all densities of the environment. To do so, we exploit the finite-ranged approximations of the environment…

Probability · Mathematics 2026-05-27 Guillaume Conchon--Kerjan , Toril Palaniappan

For any recurrent random walk (S_n)_{n>0} on R, there are increasing sequences (g_n)_{n>0} converging to infinity for which (g_n S_n)_{n>0} has at least one finite accumulation point. For one class of random walks, we give a criterion on…

Probability · Mathematics 2007-05-23 Dimitrios Cheliotis

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

We consider random walk on a finite group $G$ as follows. We can consider $G$ as a group of substitutions. Randomly (i.e. with probability $U(g)=|G|^{-1}$ ) we choose a substitution $g \in G$ and execute it twice in a row, i.e. execute a…

Representation Theory · Mathematics 2023-07-11 Olexandr Vyshnevetskiy , Alexander Bendikov

In this paper, we study random walks evolving on Z in a dynamic random environment that we assume to have time correlations that decrease polynomially fast. We show a law of large numbers by generalizing methods already used for the…

Probability · Mathematics 2025-03-04 Julien Allasia

Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group $\textrm{GL}(V)$, where $V=\mathbb R^d$. Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq…

Probability · Mathematics 2021-11-23 Hui Xiao , Ion Grama , Quansheng Liu

We prove a general noncommutative law of large numbers. This applies in particular to random walks on any locally finite homogeneous graph, as well as to Brownian motion on Riemannian manifolds which admit a compact quotient. It also…

Probability · Mathematics 2007-05-23 Anders Karlsson , François Ledrappier

In this brief note, we study the strong law of large numbers for random walks in random scenery. Under the assumptions that the random scenery is non-stationary and satisfies weakly dependent condition with an appropriate rate, we establish…

Probability · Mathematics 2025-02-11 Sadillo Sharipov

Random walks in random scenery are processes defined by $$Z_n:=\sum_{k=1}^n\omega_{S_k}$$ where $S:=(S_k,k\ge 0)$ is a random walk evolving in $\mathbb{Z}^d$ and $\omega:=(\omega_x, x\in{\mathbb Z}^d)$ is a sequence of i.i.d. real random…

Probability · Mathematics 2014-09-29 Nadine Guillotin-Plantard , Julien Poisat

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We bound the rate of convergence to uniformity for certain random walks on the complete monomial groups G \wr S_n for any group G. These results provide rates of convergence for random walks on a number of groups of interest: the…

Probability · Mathematics 2012-08-27 Clyde H. Schoolfield,

We consider weighted geodesic random walks in a complete Riemannian manifold $(M,g)$. We show that for almost all sequences of weights (with respect to a suitable measure), these weighted geodesic random walks satisfy, when suitably scaled,…

Probability · Mathematics 2026-02-20 Rik Versendaal

We prove a version of Nagaev's theorem for the branching random walk with heavy-tailed associated random walk. For a branching random walk on $\mathbb{R}$ we consider the random measure $Z_n = \sum_{|u|=n} e^{-V_u} \delta_{V_u}$ where…

Probability · Mathematics 2026-03-18 Jakob Stonner

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…

Probability · Mathematics 2008-05-07 Mathias Becker , Wolfgang Konig

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
‹ Prev 1 2 3 10 Next ›