English
Related papers

Related papers: Invariance principles for rough walks in random co…

200 papers

We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the A-power of the jump length and depend on the energy marks via a Boltzmann--like factor. The case A=1 corresponds…

Probability · Mathematics 2015-05-14 P. Caputo , A. Faggionato , T. Prescott

We study the effect of quenching on a discrete quantum random walk by removing a detector placed at a position $x_D$ abruptly at time $t_R$ from its path. The results show that this may lead to an enhancement of the occurrence probability…

Quantum Physics · Physics 2015-06-11 Sanchari Goswami , Parongama Sen

We consider a random walk among a Poisson cloud of moving traps on ${\mathbb Z}^d$, where the walk is killed at a rate proportional to the number of traps occupying the same position. In dimension $d=1$, we have previously shown that under…

Probability · Mathematics 2025-10-02 Siva Athreya , Alexander Drewitz , Rongfeng Sun

We review some old and prove some new results on the survival probability of a random walk among a Poisson system of moving traps on Z^d, which can also be interpreted as the solution of a parabolic Anderson model with a random…

Probability · Mathematics 2012-05-04 Alexander Drewitz , Jürgen Gärtner , Alejandro F. Ramírez , Rongfeng Sun

This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…

Probability · Mathematics 2025-12-02 Nannan Li , Xing Gao

We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…

Probability · Mathematics 2014-07-17 Dalibor Volný , Yizao Wang

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

Let $S(n)$ be a centered random walk with finite second moment. We consider the integrated random walk $T(n) = S(0)+S(1)+\dots+S(n)$. We prove invariance principles for the meander and for the bridge of this process, under the condition…

Probability · Mathematics 2020-07-28 Jetlir Duraj , Michael Bär , Vitali Wachtel

We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…

Dynamical Systems · Mathematics 2025-02-11 Davor Dragicevic , Yeor Hafouta

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

Probability · Mathematics 2026-05-27 Jan-Luka Fatras

In arXiv:1609.05666v1 [math.PR] a functional limit theorem was proved. It states that symmetric processes associated with resistance metric measure spaces converge when the underlying spaces converge with respect to the…

Probability · Mathematics 2025-09-30 George Andriopoulos

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

Recent progress on the understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the…

Probability · Mathematics 2012-01-04 Marek Biskup

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Probability · Mathematics 2025-10-08 Jean-Dominique Deuschel , Takashi Kumagai , Martin Slowik

In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…

Probability · Mathematics 2013-04-17 Magda Peligrad

In [3] the radius of convergence of the generating function of the collision local time of two independent copies of an irreducible, symmetric and transient random walk on Zd, d \geq 1, was studied. Two versions were considered: z1, the…

Probability · Mathematics 2012-06-11 Frank den Hollander , Alex A. Opoku

We establish an It\^o-type formula for finite $p$-variation paths with jumps for arbitrary $p\geq 1$. The formula is stated in a fully pathwise form and separates the reduced rough integral from explicit left- and right-jump correction…

Probability · Mathematics 2026-05-01 Nannan Li , Xing Gao

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

We consider a one-dimensional simple random walk killed by quenched soft obstacles. The position of the obstacles is drawn according to a renewal process with a power-law increment distribution. In a previous work, we computed the…

Probability · Mathematics 2024-04-17 Julien Poisat , Francois Simenhaus