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We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…

Probability · Mathematics 2021-05-05 Samuele Stivanello , Gianmarco Bet , Alessandra Bianchi , Marco Lenci , Elena Magnanini

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

Probability · Mathematics 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette

We consider deterministic random walks on the real line driven by irrational rotations, or equivalently, skew product extensions of a rotation by $\alpha$ where the skewing cocycle is a piecewise constant mean zero function with a jump by…

Dynamical Systems · Mathematics 2017-05-23 Michael Bromberg , Corinna Ulcigrai

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

Probability · Mathematics 2020-06-17 Richard Aoun

Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…

Probability · Mathematics 2018-10-31 Benoît Kloeckner

In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to…

Probability · Mathematics 2012-10-24 D. A. Croydon , B. M. Hambly

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

Probability · Mathematics 2016-09-07 Alexander Fribergh , Daniel Kious

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

We consider a matrix branching random walk on the semi-group of nonnegative matrices, where we are able to derive, under general assumptions, an analogue of Biggins' martingale convergence theorem for the additive martingale $W_n$, a spinal…

Probability · Mathematics 2025-07-15 Ion Grama , Sebastian Mentemeier , Hui Xiao

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

Probability · Mathematics 2014-04-02 Yan-Xia Ren , Renming Song , Rui Zhang

We introduce a novel notion of {\it local spectral gap} for general, possibly infinite, measure preserving actions. We establish local spectral gap for the left translation action $\Gamma\curvearrowright G$, whenever $\Gamma$ is a dense…

Group Theory · Mathematics 2016-08-01 Rémi Boutonnet , Adrian Ioana , Alireza Salehi Golsefidy

We study symmetric random walks on finitely generated groups of orientation-preserving homeomorphisms of the real line. We establish an oscillation property for the induced Markov chain on the line that implies a weak form of recurrence.…

Group Theory · Mathematics 2013-07-23 B. Deroin , V. Kleptsyn , A. Navas , K. Parwani

In this paper, we establish a quenched invariance principle for the random walk on a certain class of infinite, aperiodic, oriented random planar graphs called "T-graphs" [Kenyon-Sheffield04]. These graphs appear, together with the…

Probability · Mathematics 2014-01-15 Benoit Laslier

In this paper we improve the best known constant for the discrepancy formulated in the Komlos Conjecture. The result is based on the improvement of the subgaussian bound for the random vector constructed in the Gram-Schmidt Random Walk…

Probability · Mathematics 2024-04-09 Witold Bednorz , Piotr Godlewski

We study the distribution of the angles between Oseledets subspaces and their log-integrability, focusing on dimension $2$. For random i.i.d. products of matrices, we construct examples of probability measures on $\mathrm{GL}_2(\mathbb{R})$…

Dynamical Systems · Mathematics 2025-12-02 Jairo Bochi , Pablo Lessa

We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…

Probability · Mathematics 2016-05-24 Giuseppe Genovese , Renato Lucà

We show bounds on total variation and $L^{\infty}$ mixing times, spectral gap and magnitudes of the complex valued eigenvalues of a general (non-reversible non-lazy) Markov chain with a minor expansion property. This leads to the first…

Combinatorics · Mathematics 2009-04-03 Ravi Montenegro

We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…

Probability · Mathematics 2015-07-03 E. Ostrovsky , L. Sirota

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

Probability · Mathematics 2007-05-23 Vadim A. Kaimanovich , Yuri Kifer , Ben-Zion Rubshtein

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

Dynamical Systems · Mathematics 2021-07-19 Yeor Hafouta