Related papers: Functional CLT for random walk among bounded rando…
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,…
We study the directed polymer model in a bounded environment with bond disorder and show that, in the interior of the weak disorder phase, weak disorder continues to hold upon perturbation by a small bias. Using this stability result, we…
We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…
The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.
We consider random walks in a random environment of the type p_0+\gamma\xi_z, where p_0 denotes the transition probabilities of a stationary random walk on \BbbZ^d, to nearest neighbors, and \xi_z is an i.i.d. random perturbation. We give…
It is well known that the distribution of simple random walks on $\bf{Z}$ conditioned on returning to the origin after $2n$ steps does not depend on $p= P(S_1 = 1)$, the probability of moving to the right. Moreover, conditioned on…
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…
Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…
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…
It is known that a random walk on $\Z^d$ among i.i.d. uniformly elliptic random bond conductances verifies a central limit theorem. It is also known that approximations of the covariance matrix can be obtained by considering periodic…
We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…
Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the…
We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Biggins and Kyprianou [9].…
We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…
We study the random walk in random environment on {0,1,2,...}, where the environment is subject to a vanishing (random) perturbation. The two particular cases we consider are: (i) random walk in random environment perturbed from Sinai's…
We construct forests that span $\mathbb{Z}^d$, $d\geq2$, that are stationary and directed, and whose trees are infinite, but for which the subtrees attached to each vertex are as short as possible. For $d\geq3$, two independent copies of…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that their distributions…
We consider nonlinear functionals of discrete Gaussian free fields with ergodic random conductances on a class of random subgraphs of $\mathbb{Z}^{2}$, including i.i.d. supercritical percolation clusters, where the conductances are possibly…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…
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…