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相关论文: A local limit theorem in stationary random environ…

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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 and concentration inequalities for the environment as seen…

概率论 · 数学 2011-07-06 Frank Redig , Florian Völlering

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

概率论 · 数学 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…

概率论 · 数学 2022-08-09 Michael Fleermann , Werner Kirsch , Gabor Toth

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

概率论 · 数学 2007-05-23 L. R. G. Fontes , P. Mathieu

In this paper we investigate the local limit theorem for additive functionals of nonstationary Markov chains that converge in distribution. We consider both the lattice and the non-lattice cases. The results are also new in the stationary…

概率论 · 数学 2022-05-31 Florence Merlevède , Magda Peligrad , Costel Peligrad

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

概率论 · 数学 2015-03-03 Jérôme Dedecker , Florence Merlevède

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

统计理论 · 数学 2012-07-04 Michel Broniatowski , Zhansheng Cao

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

概率论 · 数学 2024-03-05 Marek Biskup , Minghao Pan

We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem in the fluctuation regime.

概率论 · 数学 2020-03-06 Kilian Raschel , Pierre Tarrago

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in…

数值分析 · 数学 2024-11-14 Jean-François Coulombel , Grégory Faye

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…

概率论 · 数学 2009-09-29 Hsien-Kuei Hwang , Svante Janson

By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…

概率论 · 数学 2021-11-22 Elizabeth L. Wilmer

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

概率论 · 数学 2021-02-23 Mengxue Li , Chuanmao Huang , Xiaoqiang Wang

We consider the nearest-neighbor simple random walk on $\Z^d$, $d\ge2$, driven by a field of i.i.d. random nearest-neighbor conductances $\omega_{xy}\in[0,1]$. Apart from the requirement that the bonds with positive conductances percolate,…

概率论 · 数学 2007-10-30 Marek Biskup , Timothy M. Prescott

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

This paper has two main results, which are connected through the fact that the first is a key ingredient in the second. Both are extensions of results concerning directional transience of nearest-neighbor random walks in random environments…

概率论 · 数学 2023-10-31 Daniel J. Slonim

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity…

概率论 · 数学 2016-09-06 Jean-Dominique Deuschel , Xiaoqin Guo , Alejandro F. Ramirez

Let $S=(S_k)_{k\geq 0}$ be a random walk on $\mathbb{Z}$ and $\xi=(\xi_{i})_{i\in\mathbb{Z}}$ a stationary random sequence of centered random variables, independent of $S$. We consider a random walk in random scenery that is the sequence of…

概率论 · 数学 2008-07-23 Nadine Guillotin-Plantard , Clémentine Prieur

We consider Sinai's random walk in random environment $(S_n)_{n\in\mathbb{N}}$. We prove a local limit theorem for $(S_n)_{n\in\mathbb{N}}$ under the annealed law $\mathbb{P}$. As a consequence, we get an equivalent for the annealed…

概率论 · 数学 2023-09-25 Alexis Devulder