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In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

Probability · Mathematics 2020-05-19 Magda Peligrad

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

Dynamical Systems · Mathematics 2021-11-25 Davor Dragičević , Julien Sedro

Concentration inequalities, which have proved very useful in a variety of fields, provide fairly tight bounds on large deviation probabilities while central limit theorem (CLT) describes the asymptotic distribution around the mean (at the…

Probability · Mathematics 2026-02-02 Changqing Liu

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

Let $G$ be a group with a non-elementary action on a proper CAT(0) space $X$, and let $\mu$ be a measure on $G$ such that the random walk $(Z_n)_n$ generated by $\mu$ has finite second moment on $X$. Let $o$ be a basepoint in $X$, and…

Group Theory · Mathematics 2024-07-31 Corentin Le Bars

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 $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…

Probability · Mathematics 2010-02-10 Fabienne Castell , Nadine Guillotin-Plantard , Françoise Pène , Bruno Schapira

We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension $d \geq 2$.

Probability · Mathematics 2007-06-06 Jean Bérard , Alejandro Ramírez

We prove central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary divergence-free random drift field, under the ${\mathcal H}_{-1}$-condition imposed on the drift field. The…

Probability · Mathematics 2014-11-18 Gady Kozma , Bálint Tóth

Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…

Probability · Mathematics 2024-10-10 Ion Grama , Jean-François Quint , Hui Xiao

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…

Probability · Mathematics 2021-05-28 Sebastian Andres , Alberto Chiarini , Martin Slowik

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

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 random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on $R^d$ for any value of the proposal variance, which when scaled appropriately recovers the correct $d^{-1}$ dependence on dimension for…

Probability · Mathematics 2024-09-25 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

Probability · Mathematics 2015-06-30 Omar Boukhadra , Takashi Kumagai , Pierre Mathieu

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity…

Probability · Mathematics 2016-09-06 Jean-Dominique Deuschel , Xiaoqin Guo , Alejandro F. Ramirez

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for…

Probability · Mathematics 2025-11-25 N. T. Dung , H. T. P. Thao

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez
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