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We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

Probability · Mathematics 2025-09-04 Maxence Baccara

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

This paper continues the study of large time behavior of a nonlinear quantum walk begun in arXiv:1801.03214. In this paper, we provide a weak limit theorem for the distribution of the nonlinear quantum walk. The proof is based on the…

Mathematical Physics · Physics 2018-01-23 Masaya Maeda , Hironobu Sasaki , Etsuo Segawa , Akito Suzuki , Kanako Suzuki

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

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We consider a random walk $\tilde S$ which has different increment distributions in positive and negative half-planes. In the upper half-plane the increments are mean-zero i.i.d. with finite variance. In the lower half-plane we consider two…

Probability · Mathematics 2021-11-18 Andrey Pilipenko , Ben Povar

In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the…

Probability · Mathematics 2025-09-30 George Andriopoulos

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

We study the scaling limit of a branching random walk in static random environment in dimension $d=1,2$ and show that it is given by a super-Brownian motion in a white noise potential. In dimension $1$ we characterize the limit as the…

Probability · Mathematics 2020-09-18 Nicolas Perkowski , Tommaso Cornelis Rosati

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

Probability · Mathematics 2019-06-10 L. V. Bogachev

Let $\xi_1$, $\xi_2,\ldots$ be i.i.d. random variables of zero mean and finite variance and $\eta_1$, $\eta_2,\ldots$ positive i.i.d. random variables whose distribution belongs to the domain of attraction of an $\alpha$-stable…

Probability · Mathematics 2022-05-24 Alexander Iksanov , Andrey Pilipenko , Ben Povar

In this article it is shown that the Brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete $n$-vertex ordered graph trees whose search-depth functions converge to the Brownian…

Probability · Mathematics 2012-10-24 David Croydon

We prove that every directionally transient random walk in random i.i.d.\ environment, under condition $(T)_{\gamma}$, which admits an annealed functional limit towards Brownian motion also admits the corresponding quenched limit in $d \ge…

Probability · Mathematics 2025-06-16 Carlo Scali

We prove a quenched central limit theorem for random walks in i.i.d. weakly elliptic random environments in the ballistic regime. Such theorems have been proved recently by Rassoul-Agha and Sepp\"al\"ainen in [10] and Berger and Zeitouni in…

Probability · Mathematics 2014-09-22 Elodie Bouchet , Christophe Sabot , Renato Soares Dos Santos

We prove a scaling limit theorem for the simple random walk on critical lattice trees in $\mathbb{Z}^d$, for $d\geq 8$. The scaling limit is the Brownian motion on the Integrated Super-Brownian Excursion (BISE) which is the same one that we…

Probability · Mathematics 2025-03-31 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

Probability · Mathematics 2017-09-12 Ofer Busani

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect…

Probability · Mathematics 2012-03-05 David Croydon