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We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood…

Probability · Mathematics 2014-04-10 Francis Comets , Mikael Falconnet , Oleg Loukianov , Dasha Loukianova

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

Probability · Mathematics 2025-04-10 Sebastian Andres

We consider Sinai's random walk in random environment $(S_n)_{n\in\mathbb{N}}$. We prove a local limit theorem for $(S_n)_{n\in\mathbb{N}}$ under the annealed law $\mathbb{P}$. As a consequence, we get an equivalent for the annealed…

Probability · Mathematics 2023-09-25 Alexis Devulder

We consider random walks in dynamic random environments and propose a criterion which, if satisfied, allows to decompose the random walk trajectory into i.i.d. increments, and ultimately to prove limit theorems. The criterion involves the…

Probability · Mathematics 2024-09-20 Julien Allasia , Rangel Baldasso , Oriane Blondel , Augusto Teixeira

In the proof of the invariance principle for locally perturbed periodic Lorentz process with finite horizon, a lot of delicate results were needed concerning the recurrence properties of its unperturbed version. These were analogous to the…

Probability · Mathematics 2016-03-25 Péter Nándori

In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…

Probability · Mathematics 2014-12-22 Denis Denisov , Vitali Wachtel

We establish an abstract local ergodic theorem, under suitable space-time scaling, for the (boundary-driven) symmetric exclusion process on an increasing sequence of balls covering an infinite weighted graph. The proofs are based on 1-block…

Probability · Mathematics 2017-08-25 Joe P. Chen

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

This study extends a prior investigation of limit shapes for partitions of integers, which was based on analysis of sums of geometric random variables. Here we compute limit shapes for grand canonical Gibbs ensembles of partitions of sets,…

Mathematical Physics · Physics 2021-05-12 Ibrahim Fatkullin , Jianfei Xue

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

This work addresses controllability properties for some systems of partial differential equations in which the main feature is the coupling through nonlocal integral terms. In the first part, we study a nonlinear parabolic-elliptic system…

Analysis of PDEs · Mathematics 2023-12-07 Kuntal Bhandari , Víctor Hernández-Santamaría

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,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

Isoperimetric inequalities form a very intuitive yet powerful characterization of the connectedness of a state space, that has proven successful in obtaining convergence bounds. Since the seventies they form an essential tool in…

Discrete Mathematics · Computer Science 2017-11-17 Simon Apers , Alain Sarlette , Francesco Ticozzi

We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.

Probability · Mathematics 2019-01-11 Sergey G. Bobkov , Arnaud Marsiglietti

We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.

Probability · Mathematics 2022-06-01 Nikita Karagodin

The structure of a local hidden variable model for experiments involving sequences of measurements rigorously is analyzed. Constraints imposed by local realism on the conditional probabilities of the outcomes of such measurement schemes are…

Quantum Physics · Physics 2009-10-30 Marek Zukowski , Ryszard Horodecki , Michal Horodecki , Pawel Horodecki

Strong theorems are given for the maximal local time on balls and subspaces for the $d$-dimensional simple symmetric random walk.

Probability · Mathematics 2016-08-16 Endre Csáki , Antónia Földes , Pál Révész

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

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