Related papers: Fixed points with finite mean of the smoothing tra…

An infinite sequence of real random variables $(\xi_1, \xi_2, \dots)$ is said to be rotatable if every finite subsequence $(\xi_1, \dots, \xi_n)$ has a spherically symmetric distribution. A celebrated theorem of Freedman states that…

In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2)…

We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

We characterize all random point measures which are in a certain sense stable under the action of branching. Denoting by $\circledast$ the branching convolution operation introduced by Bertoin and Mallein (2019), and by $\mathcal{Z}$ the…

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…

We consider random walk on a mildly random environment on finite transitive d- regular graphs of increasing girth. After scaling and centering, the analytic spectrum of the transition matrix converges in distribution to a Gaussian noise. An…

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where…

We show that gamma distributions, generalized positive Linnik distributions, S2 distributions are fixed points of Poisson shot noise transforms. The corresponding response functions are identified via their inverse functions except for some…

We provide conditions for the existence of measurable solutions to the equation $\xi(T\omega)=f(\omega,\xi(\omega))$, where $T:\Omega \rightarrow\Omega$ is an automorphism of the probability space $\Omega$ and $f(\omega,\cdot)$ is a…

The use of Fermat-Torricelli points can be an effective mathematical tool for analyzing numerical series that have a large variance, a pronounced nonlinear trend, or do not have a normal distribution of a random variable. Linear…

Even though strongly correlated systems are abundant, only a few exceptional cases admit analytical solutions. In this paper we present a large class of solvable systems with strong correlations.. We consider a set of $N$ independent and…

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

We study the existence and approximation of fixed points of metrically nonspreading mappings and firmly metrically nonspreading mappings in Hadamard spaces. The resolvents of monotone operators satisfying range conditions are typical…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

We consider transient random walks in random environment on $\z$ with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level $n$ converges in law, after a proper normalization,…

We study the question of existence of positive steady states of nonlinear evolution equations. We recast the steady state equation in the form of eigenvalue problems for a parametrised family of unbounded linear operators, which are…

We study weak and strong solutions of nonlinear non-compact operator equations in abstract spaces of adapted random points. The main result of the paper is similar to Schauder's fixed-point theorem for compact operators. The illustrative…