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We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

We develop a theory of operator renewal sequences in the context of infinite ergodic theory. For large classes of dynamical systems preserving an infinite measure, we determine the asymptotic behaviour of iterates $L^n$ of the transfer…

Dynamical Systems · Mathematics 2015-05-19 Ian Melbourne , Dalia Terhesiu

We study a continuous time random walk $X$ in an environment of i.i.d. random conductances $\mu_e\in[1,\infty)$. We obtain heat kernel bounds and prove a quenched invariance principle for $X$. This holds even when…

Probability · Mathematics 2010-01-27 M. T. Barlow , J. -D. Deuschel

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

Dynamical Systems · Mathematics 2016-05-03 Ian Melbourne

The maximum entropy principle from statistical mechanics states that a closed system attains an equilibrium distribution that maximizes its entropy. We first show that for graphs with fixed number of edges one can define a stochastic edge…

Disordered Systems and Neural Networks · Physics 2007-05-23 Jesse S. A. Bridgewater , P. Oscar Boykin , Vwani P. Roychowdhury

We consider the dynamics of an arbitrary quantum system coupled to a large arbitrary and fully quantum mechanical environment through a random interaction. We establish analytically and check numerically the typicality of this dynamics, in…

Quantum Physics · Physics 2017-07-26 Grégoire Ithier , Florent Benaych-Georges

We consider simple random walks on Delaunay triangulations generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on the point processes, we show that the random walk satisfies an almost sure (or quenched) invariance…

Probability · Mathematics 2014-12-17 Arnaud Rousselle

A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…

Statistics Theory · Mathematics 2024-01-10 Michael Sørensen

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the…

Probability · Mathematics 2012-06-01 J. Dedecker , F. Merlevède , F. Pène

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

Probability · Mathematics 2021-01-12 Filippo de Feo

We study positive definite kernels pulled back along a finite family of self-maps under a subinvariance inequality for the associated branching operator. Iteration produces an increasing kernel tower with defect kernels. Under diagonal…

Probability · Mathematics 2026-02-03 James Tian

We derive steerability criteria applicable for both finite and infinite dimensional quantum systems using covariance matrices of local observables. We show that these criteria are useful to detect a wide range of entangled states…

Quantum Physics · Physics 2016-01-06 Se-Wan Ji , Jaehak Lee , Jiyong Park , Hyunchul Nha

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

Probability · Mathematics 2016-12-28 Erich Baur

In this paper we prove a rate of escape theorem and a central limit theorem for isotropic random walks on Fuchsian buildings, giving formulae for the speed and asymptotic variance. In particular, these results apply to random walks induced…

Probability · Mathematics 2014-12-01 L. A. Gilch , S. Mueller , J. Parkinson

In this work, we consider i.i.d. random perturbations of contracting Lorenz maps sufficiently close to a Rovella parameter. We prove that the quenched correlations of the random dynamical system decay exponentially.

Dynamical Systems · Mathematics 2026-02-04 Andrew Larkin , Marks Ruziboev

In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…

Probability · Mathematics 2019-05-13 Magda Peligrad , Dalibor Volný

We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamics are governed by network-coupled, operator-valued Volterra…

Statistics Theory · Mathematics 2026-05-04 Mauricio Herrera-Marín

We study the long-term behavior of weighted multi-type branching processes, focusing on extending classical laws of large numbers and martingale convergence to settings with infinitely many weighted particles, arbitrary type spaces and…

Probability · Mathematics 2025-12-09 Denis Villemonais , Nicolas Zalduendo

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles
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