English
Related papers

Related papers: Weak Quenched Invariance Principle for Random Walk…

200 papers

We study a continuous time random walk X in an environment of dynamic random conductances. We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We…

Probability · Mathematics 2014-03-31 Sebastian Andres

We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

Probability · Mathematics 2019-12-04 Jean-Dominique Deuschel , Xiaoqin Guo

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-05 Christophe Gallesco , Serguei Popov

Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $\mu$ such that, for…

Probability · Mathematics 2015-07-14 Laurent Saloff-Coste , Tianyi Zheng

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

Probability · Mathematics 2024-03-05 Marek Biskup , Minghao Pan

We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…

Probability · Mathematics 2010-12-14 Mathew Joseph , Firas Rassoul-Agha

We will investigate a random mass splitting model and the closely related random walk in a random environment (RWRE). The heat kernel for the RWRE at time t is the mass splitting distribution at t. We prove a quenched invariance principle…

Probability · Mathematics 2015-09-01 Sayan Banerjee , Christopher Hoffman

Attributing a positive value \tau_x to each x in Z^d, we investigate a nearest-neighbour random walk which is reversible for the measure with weights (\tau_x), often known as "Bouchaud's trap model". We assume that these weights are…

Probability · Mathematics 2015-05-18 Jean-Christophe Mourrat

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

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

Probability · Mathematics 2007-06-13 F. Rassoul-Agha , T. Seppalainen

We consider branching random walk in spatial random branching environment (BRWRE) in dimension one, as well as related differential equations: the Fisher-KPP equation with random branching and its linearized version, the parabolic Anderson…

Probability · Mathematics 2019-04-04 Jiří Černý , Alexander Drewitz

We discuss the quenched tail estimates for the random walk in random scenery. The random walk is the symmetric nearest neighbor walk and the random scenery is assumed to be independent and identically distributed, non-negative, and has a…

Probability · Mathematics 2018-11-27 Jean-Dominique Deuschel , Ryoki Fukushima

We formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With $X_n$ denoting position at time $n$, we show that $X_n/n$ converges weakly as $n \to \infty$ to a certain distribution which is…

Quantum Physics · Physics 2009-11-10 Geoffrey Grimmett , Svante Janson , Petra Scudo

We introduce a random barrier to a supercritical branching random walk in an i.i.d. random environment $\{\mathcal{L}_n\}$ indexed by time $n,$ i.e., in each generation, only the individuals born below the barrier can survive and reproduce.…

Probability · Mathematics 2024-06-24 You Lv , Wenming Hong

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

Probability · Mathematics 2016-06-20 Jonathon Peterson

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

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

Probability · Mathematics 2012-10-10 Francesco Caravenna , Loïc Chaumont

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…

Probability · Mathematics 2015-11-03 Jetlir Duraj , Vitali Wachtel