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We establish the (non-lattice) local limit theorem for products of i.i.d. random variables on an arbitrary simply connected nilpotent Lie group $G$, where the variables are allowed to be non-centered. Our result also improves on the known…

Probability · Mathematics 2023-12-14 Timothée Bénard , Emmanuel Breuillard

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove…

Probability · Mathematics 2026-03-30 Thi da Cam Pham , Marc Peigné , Doan Thai Son

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

Probability · Mathematics 2007-12-24 Nadine Guillotin-Plantard , Clémentine Prieur

We prove a scaling limit theorem for the simple random walk on critical lattice trees in $\mathbb{Z}^d$, for $d\geq 8$. The scaling limit is the Brownian motion on the Integrated Super-Brownian Excursion (BISE) which is the same one that we…

Probability · Mathematics 2025-03-31 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$.…

Probability · Mathematics 2022-09-13 Hui Xiao , Ion Grama , Quansheng Liu

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

In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to…

Probability · Mathematics 2012-10-24 D. A. Croydon , B. M. Hambly

We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…

Probability · Mathematics 2007-05-23 I. Ya. Goldsheid

We study the capacity of the range of a transient simple random walk on $\mathbb{Z}^d$. Our main result is a central limit theorem for the capacity of the range for $d\ge 6$. We present a few open questions in lower dimensions.

Probability · Mathematics 2016-02-11 Amine Asselah , Bruno Schapira , Perla Sousi

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú

We prove a central limit theorem for random walks with finite variance on linear groups.

Probability · Mathematics 2016-05-25 Yves Benoist , Jean-François Quint

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

Probability · Mathematics 2019-02-20 Thibault Espinasse , Nadine Guillotin-Plantard , Philippe Nadeau

Consider a branching random walk, where the branching mechanism is governed by a Galton-Watson process, and the migration by a finite range symmetric irreducible random walk on the integer lattice $\mathbb{Z}^d$. Let $Z_n(z)$ be the number…

Probability · Mathematics 2021-06-09 Zhi-qiang Gao

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

Probability · Mathematics 2007-05-23 Yuval Peres , Ofer Zeitouni

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

Probability · Mathematics 2009-06-22 Marco Lenci

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

Probability · Mathematics 2015-06-04 Denis Denisov , Vitali Wachtel

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove…

Probability · Mathematics 2019-10-04 Chak Hei Lo , Andrew R. Wade

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

We show a central limit theorem for random walk on a Galton-Watson tree, when the edges of the tree are assigned randomly uniformly elliptic conductances. When a positive fraction of edges is assigned a small conductance $\varepsilon$, we…

Probability · Mathematics 2024-10-14 Tabea Glatzel , Jan Nagel