English
Related papers

Related papers: A local limit theorem for a random walk in an inte…

200 papers

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

Probability · Mathematics 2025-09-04 Maxence Baccara

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

In this work, we discuss certain ballistic random walks in random environments on $\mathbb{Z}^d$, and prove the equivalence between the static and dynamic points of view in dimension $d\geq4$. Using this equivalence, we also prove a version…

Probability · Mathematics 2016-09-05 Noam Berger , Moran Cohen , Ron Rosenthal

We establish scaling limits for the random walk whose state space is the range of a simple random walk on the four-dimensional integer lattice. These concern the asymptotic behaviour of the graph distance from the origin and the spatial…

Probability · Mathematics 2021-12-08 David A. Croydon , Daisuke Shiraishi

A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…

Probability · Mathematics 2023-11-28 Zhishui Hu , Yiting Zhang

In this paper, we extend the functional central limit theorems for the occupation times of the voter models on lattices given in Xue2026 to the case where the initial distribution is a spatially inhomogeneous product measure. The duality…

Probability · Mathematics 2026-03-10 Xiaofeng Xue

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

Probability · Mathematics 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

Statistical Mechanics · Physics 2017-08-18 A. V. Nazarenko , V. Blavatska

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

Probability · Mathematics 2018-09-12 Lu Xu

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Probability · Mathematics 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

Probability · Mathematics 2024-07-10 Timothée Bénard , Emmanuel Breuillard

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…

Probability · Mathematics 2018-06-05 Vadim Gorin , Leonid Petrov

A quantum central limit theorem for a continuous-time quantum walk on a homogeneous tree is derived from quantum probability theory. As a consequence, a new type of limit theorems for another continuous-time walk introduced by the walk is…

Quantum Physics · Physics 2007-05-23 Norio Konno

In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step sizes form a sequence of positive independent and identically…

Probability · Mathematics 2023-02-14 Jérôme Dedecker , Xiequan Fan , Haijuan Hu , Florence Merlevède

Given a random walk $(S_n)$ with typical step distributed according to some fixed law and a fixed parameter $p \in (0,1)$, the associated positively step-reinforced random walk is a discrete-time process which performs at each step, with…

Probability · Mathematics 2022-10-19 Marco Bertenghi , Alejandro Rosales-Ortiz

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

Probability · Mathematics 2020-05-12 Christian Beneš

We show that the Bernoulli part extraction method can be used to obtain approximate forms of the local limit theorem for sums of independent lattice valued random variables, with effective error term, that is with explicit parameters and…

Probability · Mathematics 2017-07-20 Rita Giuliano , Michel Weber

We consider a nearest-neighbor, one dimensional random walk $\{X_n\}_{n\geq0}$ in a random i.i.d. environment, in the regime where the walk is transient but with zero speed, so that $X_n$ is of order $n^s$ for some $s<1$. Under the quenched…

Probability · Mathematics 2011-02-24 Jonathon Peterson , Ofer Zeitouni