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We establish the quenched local limit theorem for reversible random walk on $\Z^d$ (with $d\ge 2$) among stationary ergodic random conductances that permit jumps of arbitrary length. The proof is based on the weak parabolic Harnack…

概率论 · 数学 2024-04-11 Xin Chen , Takashi Kumagai , Jian Wang

We establish two different, but related results for random walks in the domain of attraction of a stable law of index $\alpha$. The first result is a local large deviation upper bound, valid for $\alpha \in (0,1) \cup (1,2)$, which improves…

概率论 · 数学 2019-07-03 Francesco Caravenna , Ron Doney

We present and discuss the many results obtained concerning a famous limit theorem, the local limit theorem, which has many interfaces, with Number Theory notably, and for which, in spite of considerable efforts, the question concerning…

概率论 · 数学 2024-04-01 Zbigniew Szewczak , Michel Weber

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

概率论 · 数学 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

This elementary treatment first summarizes extreme values of a Bernoulli random walk on the one-dimensional integer lattice over a finite discrete time interval. Both the symmetric (unbiased) and asymmetric (biased) cases are discussed.…

历史与综述 · 数学 2018-02-14 Steven R. Finch

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

概率论 · 数学 2007-05-23 Erwin Bolthausen , Christine Ritzmann

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number…

概率论 · 数学 2017-05-12 Endre Csaki , Miklos Csorgo , Antonia Foldes , Pal Revesz

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

概率论 · 数学 2019-02-20 Thibault Espinasse , Nadine Guillotin-Plantard , Philippe Nadeau

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 derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Examples of models where this expansion applies are reinforced random walk, excited random walk, the…

概率论 · 数学 2010-01-13 Remco van der Hofstad , Mark Holmes

For a large class of expanding maps of the interval, we prove that partial sums of Lipschitz observables satisfy an almost sure central limit theorem (ASCLT). In fact, we provide a speed of convergence in the Kantorovich metric. Maxima of…

概率论 · 数学 2008-05-15 J. -R. Chazottes , P. Collet

This is the first of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this first paper, we prove rough estimates for the Green function. Along the way, we introduce the notion of relative…

动力系统 · 数学 2020-04-28 Matthieu Dussaule

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

概率论 · 数学 2010-10-26 Michael Aizenman , Francois Germinet , Abel Klein , Simone Warzel

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

The Lov\'{a}sz Local Lemma is a very powerful tool in probabilistic combinatorics, that is often used to prove existence of combinatorial objects satisfying certain constraints. Moser and Tardos have shown that the LLL gives more than just…

组合数学 · 数学 2019-09-13 Anton Bernshteyn

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

概率论 · 数学 2025-05-07 Jie Jiang , Shuwen Lai

We study random walks on relatively hyperbolic groups whose law is convergent, in the sense that the derivative of its Green function is finite at the spectral radius.When parabolic subgroups are virtually abelian, we prove that for such a…

动力系统 · 数学 2023-02-07 Matthieu Dussaule , Marc Peigné , Samuel Tapie

Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…

统计理论 · 数学 2007-06-13 Richard Arratia , Larry Goldstein , Bryan Langholz

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

概率论 · 数学 2011-10-27 Ron Rosenthal

For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…

数据结构与算法 · 计算机科学 2021-02-16 Amartya Shankha Biswas , Edward Pyne , Ronitt Rubinfeld