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We study variable-speed random walks on $\mathbb Z$ driven by a family of nearest-neighbor time-dependent random conductances $\{a_t(x,x+1)\colon x\in\mathbb Z, t\ge0\}$ whose law is assumed invariant and ergodic under space-time shifts. We…

概率论 · 数学 2020-01-06 Marek Biskup

We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…

概率论 · 数学 2011-12-15 Firas Rassoul-Agha , Timo Seppalainen , Atilla Yilmaz

In this note we first consider local times of random walks killed at leaving positive half-axis. We prove that the distribution of the properly rescaled local time at point $N$ conditioned on being positive converges towards an exponential…

概率论 · 数学 2014-12-22 Denis Denisov , Vitali Wachtel

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

概率论 · 数学 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on $\mathbb{Z}$; it extends the existing results for classical random walks on $\mathbb Z$ or reflected random walks on $\mathbb N_0$. The…

概率论 · 数学 2025-09-22 M. Peigné , C. Pham , T. D. Vo

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

概率论 · 数学 2017-04-12 Sung Won Ahn , Jonathon Peterson

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

动力系统 · 数学 2026-01-09 Juho Leppänen

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

概率论 · 数学 2013-04-10 Christophe Gallesco , Serguei Popov

We consider an i.i.d. random environment with a strong form of transience on the two dimensional integer lattice. Namely, the walk always moves forward in the y-direction. We prove a functional CLT for the quenched expected position of the…

概率论 · 数学 2008-09-03 Mathew Joseph

We consider transient nearest-neighbor random walks in random environment on Z. For a set of environments whose probability is converging to 1 as time goes to infinity, we describe the fluctuations of the hitting time of a level n, around…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

概率论 · 数学 2012-10-05 Christophe Gallesco , Serguei Popov

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

概率论 · 数学 2019-02-18 Peter Bella , Mathias Schäffner

In this work we study a natural transition mechanism describing the passage from a quenched (almost sure) regime to an annealed (in average) one, for a symmetric simple random walk on random obstacles on sites having an identical and…

概率论 · 数学 2016-08-16 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

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…

概率论 · 数学 2023-12-14 Timothée Bénard , Emmanuel Breuillard

We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…

概率论 · 数学 2016-11-22 Adam Bowditch

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

概率论 · 数学 2012-10-08 Christophe Gallesco , Serguei Popov

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

概率论 · 数学 2023-01-03 Dariusz Buraczewski , Piotr Dyszewski , Alicja Kołodziejska

We consider, in the continuous time version, $\gamma$ independent random walks on $\mathbb{Z_+}$ in random environment in the Sinai's regime. Let $T_\gam$ be the first meeting time of one pair of the $\gamma$ random walks starting at…

概率论 · 数学 2012-10-09 Christophe Gallesco

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

概率论 · 数学 2020-01-06 Marek Biskup , Pierre-François Rodriguez