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We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

概率论 · 数学 2014-07-30 Chunmao Huang , Quansheng Liu

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

概率论 · 数学 2007-05-23 S R S Varadhan

The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale…

概率论 · 数学 2009-02-04 Jérôme Depauw , Jean-Marc Derrien

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…

概率论 · 数学 2015-05-12 Rudolf Grübel , Zakhar Kabluchko

We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment…

概率论 · 数学 2013-02-12 Firas Rassoul-Agha , Timo Seppäläinen

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…

概率论 · 数学 2011-11-09 Jinho Baik , Toufic M. Suidan

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…

概率论 · 数学 2012-09-07 V. I. Afanasyev , C. Boeinghoff , G. Kersting , V. A. Vatutin

We study a continuous time random walk X in an environment of dynamic random conductances. We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We…

概率论 · 数学 2014-03-31 Sebastian Andres

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

概率论 · 数学 2025-10-28 Hindy Drillick , Shalin Parekh

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

概率论 · 数学 2016-05-25 Yves Benoist , Jean-François Quint

In random walk theory, it is customary to assume that a given walk is irreducible and/or aperiodic. While these prevailing assumptions make particularly tractable the analysis of random walks and help to highlight their diffusive nature,…

概率论 · 数学 2025-07-02 Evan Randles , Yutong Yan

We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…

统计理论 · 数学 2022-10-03 Carina Beering , Anne Leucht

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…

概率论 · 数学 2023-11-28 Zhishui Hu , Yiting Zhang

We prove that random walks in random environments, that are exponentially mixing in space and time, are almost surely diffusive, in the sense that their scaling limit is given by the Wiener measure.

数学物理 · 物理学 2009-11-13 Jean Bricmont , Antti Kupiainen

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…

动力系统 · 数学 2015-08-17 Péter Pál Varjú

We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the…

概率论 · 数学 2022-09-30 Xiaoqin Guo , Jonathon Peterson , Hung V. Tran

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

概率论 · 数学 2013-10-04 Frank Redig , Florian Völlering

We consider a random walk with transition probabilities weakly dependent on an environment with a deterministic, but strongly chaotic, evolution. We prove that for almost all initial conditions of the environment the walk satisfies the CLT.

概率论 · 数学 2008-04-23 Dmitry Dolgopyat , Carlangelo Liverani

We introduce ellipticity criteria for random walks in i.i.d. random environments under which we can extend the ballisticity conditions of Sznitman's and the polynomial effective criteria of Berger, Drewitz and Ramirez originally defined for…

概率论 · 数学 2014-06-05 David Campos , Alejandro F. Ramirez