中文
相关论文

相关论文: Approximate Local Limit Theorems with Effective Ra…

200 篇论文

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

概率论 · 数学 2023-08-24 Rafael Chiclana , Yuval Peres

We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…

动力系统 · 数学 2021-01-05 Françoise Pene

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

In this article, local limit theorems for sequences of simple random walks on graphs are established. The results formulated are motivated by a variety of random graph models, and explanations are provided as to how they apply to…

概率论 · 数学 2012-10-24 D. A. Croydon , B. M. Hambly

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

Given a probability measure on a finitely generated group, the local limit problem consists in finding asymptotics of $p_n(e,e)$, the probability that the random walk at time $n$ is at the origin. We give the classification of all possible…

群论 · 数学 2025-07-22 Matthieu Dussaule

We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…

概率论 · 数学 2010-12-14 Mathew Joseph , Firas Rassoul-Agha

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

历史与综述 · 数学 2018-08-27 Steven R. Finch

We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove…

概率论 · 数学 2026-03-30 Thi da Cam Pham , Marc Peigné , Doan Thai Son

Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where $(X_k,k\ge 1)$ and $(\xi_y,y\in{\mathbb Z}^d)$ are two independent sequences of i.i.d. random variables with values in ${\mathbb Z}^d$ and…

概率论 · 数学 2011-03-24 Fabienne Castell , Nadine Guillotin--Plantard , Françoise Pène

We study a continuous-time random walk on $\mathbb{Z}^d$ in an environment of random conductances taking values in $(0,\infty)$. For a static environment, we extend the quenched local limit theorem to the case of a general speed measure,…

概率论 · 数学 2021-02-05 Sebastian Andres , Peter A. Taylor

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 consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

概率论 · 数学 2026-01-26 Reuben Drogin , Felipe Hernández

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

概率论 · 数学 2020-05-12 Christian Beneš

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

概率论 · 数学 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…

概率论 · 数学 2015-11-17 Zhiqiang Gao , Quansheng Liu

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

概率论 · 数学 2021-01-12 Wai-Tong Louis Fan

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

概率论 · 数学 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

We study the path behaviour of a simple random walk on the 2-dimensional comb lattice ${\mathbb C}^2$ that is obtained from ${\mathbb Z}^2$ by removing all horizontal edges off the x-axis. In particular, we prove a strong approximation…

概率论 · 数学 2009-02-26 E. Csaki , M. Csorgo , A. Foldes , P. Revesz

We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…

概率论 · 数学 2016-06-08 Elon Lindenstrauss , Péter P. Varjú