相关论文: Stabilit\'{e} du comportement des marches al\'{e}a…
We extend a result of Lyons (2016) from fractional tiling of finite graphs to a version for infinite random graphs. The most general result is as follows. Let $\bf P$ be a unimodular probability measure on rooted networks $(G, o)$ with…
This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…
A countable discrete group is said to be Frobenius stable if every function from the group to unitary matrices that is "almost multiplicative" in the Frobenius norm is "close" to a unitary representation in the Frobenius norm. The purpose…
We discuss properties of orbits of (semi)group actions on locally compact groups G. In particular, we show that if a compactly generated locally compact abelian group acts distally on G then the closure of each of its orbits is a minimal…
In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…
We make quantitative improvements to recently obtained results on the structure of the image of a large difference set under certain quadratic forms and other homogeneous polynomials. Previous proofs used deep results of Benoist-Quint on…
We consider a nonstationary random walk on a compact metrizable abelian group. Under a classical strict aperiodicity assumption we establish a weak-* convergence to the Haar measure, Ergodic Theorem and Large Deviation Type Estimate.
In this paper, we investigate the discrete spectrum of probability measures for actions of locally compact groups. We establish that a probability measure has a discrete spectrum if and only if it has bounded measure-max-mean-complexity. As…
We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb{R} ^d$ under the assumption that its L\'{e}vy--Khintchine exponent varies slowly. We also derive…
Let $Y=\sum_{k\ge 1} 1_{A_k}$ be an infinite sum of the indicators of independent events. We investigate a precise (as opposed to logarithmic) first-order asymptotic behavior of the tail probabilities $\mathbb{P}\{Y\ge n\}$ and the point…
First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…
Consider a string of N+1 damped oscillators moving on the line of which the motion of the first (called the "leader") is independent of the others. Each of the followers `observes' the relative velocity and position of only its nearest…
In this paper we treat faithful actions of simple algebraic groups on irreducible modules and on the associated Grassmannian varieties. By explicit calculation, we show that in each case, with essentially one exception (only in…
Let $U\subset K$ be an open and dense subset of a compact metric space and let $\{\Phi_t\}_{t\ge0}$ be a Markov semigroup on the space of bounded Borel measurable functions on $U$ with the strong Feller property. Suppose that for each…
Suppose that S is an asymptotically stable random walk with norming sequence c_{n} and that T_{x} is the time that S first enters (x,\inf), where x\ge 0. The asymptotic behaviour of P(T_0=n) has been described in a recent paper of Vatutin…
We consider a minimal equicontinuous action of a finitely generated group $G$ on a Cantor set $X$ with invariant probability measure $\mu$, and stabilizers of points for such an action. We give sufficient conditions under which there exists…
Extensive numerical evidence shows that the assimilation of observations has a stabilizing effect on unstable dynamics, in numerical weather prediction and elsewhere. In this paper, we apply mathematically rigorous methods to showing why…
In this paper we study the number of returns to the coordinate hyperplanes for multidimensional nearest-neighbour random walks. While one-dimensional results on returns are classical, much less is known in higher dimensions. We analyse the…
In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…
On a locally compact group $E$ with countable base, we consider a random walk $X$ that has a unique (up to a positive factor) $r$-invariant measure for some $r>0$. Under some weak conditions on the measure, there is a unique continuous…