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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

Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed…

概率论 · 数学 2020-02-04 Xiequan Fan , Haijuan Hu , Quansheng Liu

In this paper, we consider the subcritical branching random walk in a random environment. We assume the branching and the step jump are independent; and the branching is in random envirenment, i.e., the particles in generation $n$ produce…

概率论 · 数学 2026-05-21 Fu Wenxin , Hong Wenming

Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…

概率论 · 数学 2009-09-29 Zhiyi Chi

We study asymptotic properties of the following Markov system of $N \geq 3$ points in~$[0,1]$. At each time step, the point farthest from the current centre of mass, multiplied by a constant $p>0$, is removed and replaced by an independent…

概率论 · 数学 2019-11-20 Philip Kennerberg , Stanislav Volkov

We study nearest neighbor random walks on fixed environments of $\mathbb{Z}$ composed of two point types : $(1/2,1/2)$ and $(p,1-p)$ for $p>1/2$. We show that for every environment with density of $p$ drifts bounded by $\lambda$ we have…

概率论 · 数学 2015-08-31 Eviatar B. Procaccia , Ron Rosenthal

We consider a critical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We are interested in the event $\mathcal{A}_i(n)$ that all individuals alive at time $n$ are offspring of the…

概率论 · 数学 2019-11-04 Charline Smadi , Vladimir A. Vatutin

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of…

概率论 · 数学 2015-09-29 Yueyun Hu , Zhan Shi

We consider a one-dimensional diffusion process $X$ in a $(-\kappa/2)$-drifted Brownian potential for $\kappa\neq 0$. We are interested in the maximum of its local time, and study its almost sure asymptotic behaviour, which is proved to be…

概率论 · 数学 2015-11-19 Alexis Devulder

We study the asymptotics of the survival probability for the critical and decomposable branching processes in random environment and prove Yaglom type limit theorems for these processes. It is shown that such processes possess some…

概率论 · 数学 2014-03-05 Vladimir Vatutin , Quansheng Liu

We consider a continuous-time branching random walk on $\mathbb{Z}$ in a random non homogeneous environment. Particles can walk on the lattice points or disappear with random intensities. The process starts with one particle at initial time…

概率论 · 数学 2023-12-12 Vladimir Kutsenko , Stanislav Molchanov , Elena Yarovaya

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 consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

概率论 · 数学 2016-07-26 Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

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

The problem of estimation of the distribution parameters on the sample when the part of these parameters are discrete (e.g. integer) is considered. We prove that the rate of convergence of MLE estimates under the natural conditions on the…

统计理论 · 数学 2014-02-27 E. Ostrovsky , L. Sirota , A. Zeldin

By using the spectrum of the underlying symmetric diffusion operator, the convergence in $L^p$-Wasserstein distance $\mathbb W_p (p\ge 1)$ is characterized for the empirical measure $\mu_t$ of non-symmetric subordinated diffusion processes…

概率论 · 数学 2023-02-28 Feng-Yu Wang

Branching processes in a varying environment encompass a wide range of stochastic demographic models, and their complete understanding in terms of limit behaviour poses a formidable research challenge. In this paper, we conduct a thorough…

概率论 · 数学 2025-11-18 Serik Sagitov , Alexey Lindo , Yerakhmet Zhumayev

We study branching random walk on $\mathbb{Z}$ in a bounded i.i.d. random environment. For this process, we prove that, for almost every realization of the environment, the distributions of the maximally displaced particle (re-centered…

概率论 · 数学 2026-01-15 Jiří Černý , Flavio Dalessi

We obtain limit theorems for the row extrema of a triangular array of zero-modified geometric random variables. Some of this is used to obtain limit theorems for the maximum family size within a generation of a simple branching process with…

概率论 · 数学 2007-05-23 Kosto V. Mitov , Anthony G. Pakes , George P. Yanev

The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…

统计理论 · 数学 2017-05-31 Chong Wu , Can Yang , Hongyu Zhao , Ji Zhu