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We prove a zero-one law for the stationary measure for algebraic sets generalizing the results of Furstenberg [13] and Guivarc'h and Le Page [20]. As an application, we establish a local limit theorem for the coefficients of random walks on…

概率论 · 数学 2024-12-23 Ion Grama , Jean-François Quint , Hui Xiao

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

概率论 · 数学 2011-10-18 Lasse Leskelä , Mikko Stenlund

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

概率论 · 数学 2011-05-24 Jean-Christophe Mourrat

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

统计理论 · 数学 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We study a random conductance problem on a $d$-dimensional discrete torus of size $L > 0$. The conductances are independent, identically distributed random variables uniformly bounded from above and below by positive constants. The…

概率论 · 数学 2015-02-09 Antoine Gloria , James Nolen

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

概率论 · 数学 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…

概率论 · 数学 2025-02-25 Lucas Coeuret

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

概率论 · 数学 2007-12-24 Nadine Guillotin-Plantard , Clémentine Prieur

We consider a random walk in an i.i.d. Cauchy-tailed conductances environment. We obtain a quenched functional CLT for the suitably rescaled random walk, and, as a key step in the arguments, we improve the local limit theorem for…

概率论 · 数学 2010-10-18 Martin T. Barlow , Xinghua Zheng

We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

概率论 · 数学 2019-12-04 Jean-Dominique Deuschel , Xiaoqin Guo

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

概率论 · 数学 2014-05-13 Nuno Luzia

We introduce a new method for proving central limit theorems for random walk on nilpotent groups. The method is illustrated in a local central limit theorem on the Heisenberg group, weakening the necessary conditions on the driving measure.…

概率论 · 数学 2018-11-14 Persi Diaconis , Bob Hough

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

概率论 · 数学 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész

We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler…

概率论 · 数学 2017-04-17 Manfred Denker , Xiaofei Zheng

For the random walk among random conductances, we prove that the environment viewed by the particle converges to equilibrium polynomially fast in the variance sense, our main hypothesis being that the conductances are bounded away from…

概率论 · 数学 2010-04-29 Jean-Christophe Mourrat

We study continuous time random walks on $\mathbb{Z}^d$ (with $d \geq 2$) among random conductances $\{ \omega(\{x,y\}) : x,y \in \mathbb{Z}^d\}$ that permit jumps of arbitrary length. The law of the random variables $\omega(\{x,y\})$,…

概率论 · 数学 2023-11-21 Sebastian Andres , Martin Slowik

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

概率论 · 数学 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

Given a resistor network on $\mathbb Z^d$ with nearest-neighbor conductances, the effective conductance in a finite set with a given boundary condition is the the minimum of the Dirichlet energy over functions with the prescribed boundary…

概率论 · 数学 2014-10-29 Marek Biskup , Michele Salvi , Tilman Wolff

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

概率论 · 数学 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We study homogenization properties of the discrete Laplace operator with random conductances on a large domain in $\mathbb{Z}^d$. More precisely, we prove almost-sure homogenization of the discrete Poisson equation and of the top of the…

概率论 · 数学 2018-06-05 Franziska Flegel , Martin Heida , Martin Slowik