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We study random walks on the isometry group of a Gromov hyperbolic space or Teichm\"uller space. We prove that the translation lengths of random isometries satisfy a central limit theorem if and only if the random walk has finite second…

概率论 · 数学 2025-10-21 Inhyeok Choi

The paper is devoted to an invariance principle for Kemperman's model of oscillating random walk on $\mathbb{Z}$. This result appears as an extension of the invariance principal theorem for classical random walks on $\mathbb{Z}$ or…

概率论 · 数学 2023-09-12 Marc Peigné , Tran Duy Vo

Completing a strategy of Gou\"ezel and Lalley, we prove a local limit theorem for the random walk generated by any symmetric finitely supported probability measure on a non-elementary Gromov-hyperbolic group: denoting by $R$ the inverse of…

动力系统 · 数学 2012-09-17 Sebastien Gouezel

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

概率论 · 数学 2007-06-13 S. Ekisheva , C. Houdré

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

概率论 · 数学 2018-06-11 Alessandra Faggionato , Michele Salvi

Let $X$ and $Y$ be two independent random walks on $\Z^2$ with zero mean and finite variances, and let $L_t(X,Y)$ be the local time of $X-Y$ at the origin at time $t$. We show that almost surely with respect to $Y$, $L_t(X,Y)/\log t$…

概率论 · 数学 2008-06-10 Jürgen Gärtner , Rongfeng Sun

We prove the Local Limit Theorems for bounded additive functionals of uniformly elliptic inhomogeneous Markov arrays. As an application we obtain the precise asymptotics in the large deviation regime for bounded additive functionals of…

概率论 · 数学 2025-07-31 Dmitry Dolgopyat , Omri Sarig

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

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments $X_i$ of zero mean and finite variance. Assume that $X_i$ is non-lattice and has a moment of order $2+\delta$. For any $x\geq…

概率论 · 数学 2021-10-12 Ion Grama , Hui Xiao

We extend Onsager's minimum dissipation principle to stationary states that are only subject to local equilibrium constraints, even when the transport coefficients depend on the thermodynamic forces. Crucial to this generalization is a…

统计力学 · 物理学 2023-07-19 Giorgio Sonnino , Jarah Evslin , Alberto Sonnino

In this paper we outline an approach for analysing random walks on the chambers of buildings. The types of walks that we consider are those which are well adapted to the structure of the building: Namely walks with transition probabilities…

概率论 · 数学 2009-12-08 James Parkinson , Bruno Schapira

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

概率论 · 数学 2020-06-17 Richard Aoun

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

概率论 · 数学 2016-09-07 Alexander Fribergh , Daniel Kious

In this paper, we extend a result of Kesten and Spitzer (1979). Let us consider a stationary sequence $(\xi\_k:=f(T^k(.)))\_k$ given by an invertible probability dynamical system and some centered function $f$. Let $(S\_n)\_n$ be a simple…

动力系统 · 数学 2007-05-23 Francoise Pene

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

概率论 · 数学 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

Motivated by the random Lorentz gas, we study deterministic walks in random environment and show that (in simple, yet relevant, cases) they can be reduced to a class of random walks in random environment where the jump probability depends…

概率论 · 数学 2020-01-23 Romain Aimino , Carlangelo Liverani

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

概率论 · 数学 2018-11-27 Mark Holmes , Thomas S. Salisbury

We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…

概率论 · 数学 2012-02-28 Luca Avena , Renato dos Santos , Florian Völlering

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

概率论 · 数学 2014-07-30 Chunmao Huang , Quansheng Liu

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

概率论 · 数学 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani