Related papers: Local limit theorems for ladder epochs

We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…

Let $X, X_1, X_2,\ldots $ be a sequence of non-lattice i.i.d. random variables with ${\bf E} X=0,$ ${\bf E} X=1,$ and let $S_n:= X_1+ \cdots+ X_n$, $n\ge 1.$ We refine Stone's integro-local theorem by deriving the first term in the…

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

We consider a variant of self-repelling random walk on the integer lattice Z where the self-repellence is defined in terms of the local time on oriented edges. The long-time asymptotic scaling of this walk is surprisingly different from the…

Consider a rooted $N$-ary tree. To every vertex of this tree, we attach an i.i.d. continuous random variable. A vertex is called accessible if along its ancestral line, the attached random variables are increasing. We keep accessible…

We consider random walks in the form of nearest-neighbor hopping on Erdos-Renyi random graphs of finite fixed mean degree c as the number of vertices N tends to infinity. In this regime, using statistical field theory methods, we develop an…

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

We study the behaviour of a sequence of biased random walks X(i), i>=0 on a sequence of random graphs, where the initial graph is Zd and otherwise the graph for the i-th walk is the trace of the (i - 1)-st walk. The sequence of bias vectors…

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…

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…

Let $(\xi_1,\eta_1),(\xi_2,\eta_2),...$ be a sequence of i.i.d.\ copies of a random vector $(\xi,\eta)$ taking values in $\R^2$, and let $S_n := \xi_1+...+\xi_n$. The sequence $(S_{n-1} + \eta_n)_{n \geq 1}$ is then called perturbed random…

In this paper we consider the one-dimensional quantum random walk X^{varphi} _n at time n starting from initial qubit state varphi determined by 2 times 2 unitary matrix U. We give a combinatorial expression for the characteristic function…

We consider a one dimensional random walk in a random environment (RWRE) with a positive speed $\lim_{n\to\infty}\frac{X_n}{n}=v_\alpha>0$. Gantert and Zeitouni showed that if the environment has both positive and negative local drifts then…

Consider the random walk $S_n=\xi_1+...+\xi_n$ with independent and identically distributed increments and negative mean $\mathbf E\xi=-m<0$. Let $M=\sup_{0\le i} S_i$ be the supremum of the random walk. In this note we present derivation…

We study the asymptotic behavior of the number of paths of length $N$ on several classes of infinite graphs with a single special vertex. This vertex can work as an entropic trap for the path, i.e. under certain conditions the dominant part…

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…

We prove that when a sequence of L\'evy processes $X^{(n)}$ or a normed sequence of random walks $S^{(n)}$ converges a.s. on the Skorokhod space toward a L\'evy process $X$, the sequence $L^{(n)}$ of local times at the supremum of $X^{(n)}$…

We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

We estimate the local laws of the distribution of the middle prime factor of an integer, defined according to multiplicity or not. An asymptotic estimate with effective remainder is provided for a wide range of values. In particular this…

We consider the fragmentation at nodes of the L\'{e}vy continuous random tree introduced in a previous paper. In this framework we compute the asymptotic for the number of small fragments at time $\theta$. This limit is increasing in…