Related papers: Limit theorems for self-intersecting trajectories …

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…

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…

We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

We consider the existence and H\"{o}lder continuity conditions for the self-intersection local time of Rosenblatt process. Moreover, we study the cases of intersection local time and collision local time, respectively.

In this work, the short-time dynamics of simple liquid is explored both analytically and numerically with the focus on the interplay between the density fluctuations in a volume surrounding a chosen particle and its random walk motion. The…

We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…

We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…

Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…

The aim of this paper is to study the asymptotic behaviour of a class of self- attracting motions on R^d . Using stochastic approximation methods, these processes have already been studied by Bena\"im, Ledoux and Raimond (2002) in a compact…

We apply periodic orbit theory to study the asymptotic distribution of escape times from an intermittent map. The dynamical zeta function exhibits a branch point which is associated with an asymptotic power law escape. By an analytic…

We study dynamic random conductance models on $\mathbb{Z}^2$ in which the environment evolves as a reversible Markov process that is stationary under space-time shifts. We prove under a second moment assumption that two conditionally…

We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…

This paper investigates functional limit theorems for the Elephant Random Walk (ERW) on general periodic structures, extending the Bertenghi's results on $\mathbb{Z}^d$. Our results reveal new structure-dependent quantities that do not…

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

We consider dynamics of the empirical measure of vertex neighborhood states of Markov interacting jump processes on sparse random graphs, in a suitable asymptotic limit as the graph size goes to infinity. Under the assumption of a certain…

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…

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 $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…