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We prove the quenched version of the central limit theorem for the displacement of a random walk in doubly stochastic random environment, under the $H_{-1}$-condition, with slightly stronger, $L^{2+\varepsilon}$ (rather than $L^2$)…

Probability · Mathematics 2017-10-03 Bálint Tóth

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

Recently, Ishiwata, Kawabi and Kotani [2] proved two kinds of central limit theorems for non-symmetric random walks on crystal lattices from the view point of discrete geometric analysis. In the present paper, we obtain yet another kind of…

Probability · Mathematics 2021-08-17 Ryuya Namba

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

Probability · Mathematics 2016-11-17 Konrad Kolesko , Matthias Meiners

The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely…

Probability · Mathematics 2016-07-18 Vlad Bally , Lucia Caramellino

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

We study random walks on relatively hyperbolic groups whose law is convergent, in the sense that the derivative of its Green function is finite at the spectral radius.When parabolic subgroups are virtually abelian, we prove that for such a…

Dynamical Systems · Mathematics 2023-02-07 Matthieu Dussaule , Marc Peigné , Samuel Tapie

We consider a sequence of Markov chains weakly convergent to a diffusion. We suppose that a drift term contains a linearly increasing component. The usual parametrix method fails because of this unbounded drift term. We show how to modify…

Probability · Mathematics 2014-12-05 V. Konakov , A. Markova

We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…

Probability · Mathematics 2021-12-22 Jacopo Borga

We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations arising from sufficiently chaotic dynamical systems like…

Probability · Mathematics 2021-04-06 Kasun Fernando , Carlangelo Liverani

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund

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

We consider the open quantum random walks on the crystal lattices and investigate the central limit theorems for the walks. On the integer lattices the open quantum random walks satisfy the central limit theorems as was shown by Attal, {\it…

Mathematical Physics · Physics 2019-06-26 Chul Ki Ko , Norio Konno , Etsuo Segawa , Hyun Jae Yoo

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

Probability · Mathematics 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

Probability · Mathematics 2017-12-07 Oren Louidor , Eliad Tsairi

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…

Probability · Mathematics 2020-10-15 Mingzhou Xu , Yunzheng Ding , Yongzheng Zhou

We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram\'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit…

Probability · Mathematics 2023-10-03 Xiequan Fan , Haijuan Hu , Xiaohui Ma

Let M be a noncompact metric space in which every closed ball is compact, and let G be a semigroup of Lipschitz mappings of M. Denote by (Y_n)_{n\geq1} a sequence of independent G-valued, identically distributed random variables (r.v.'s),…

Probability · Mathematics 2016-09-07 Hubert Hennion , Loic Herve

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
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