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We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

经典分析与常微分方程 · 数学 2015-02-11 Margit Rösler , Michael Voit

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

概率论 · 数学 2018-12-18 Italo Simonelli , Lucia D. Simonelli

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

概率论 · 数学 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

概率论 · 数学 2016-11-17 Konrad Kolesko , Matthias Meiners

Random walks and Lorentz processes serve as fundamental models for Brownian motion. The study of random walks is a favorite object of probability theory, whereas that of Lorentz processes belongs to the theory of hyperbolic dynamical…

概率论 · 数学 2025-01-03 Domokos Szasz

We prove a law of large numbers for random walks in certain kinds of i.i.d. random environments in Z^d that is an extension of a result of Bolthausen, Sznitman and Zeitouni (2003). We use this result, along with the lace expansion for…

概率论 · 数学 2016-11-25 Mark Holmes , Rongfeng Sun

We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.

统计理论 · 数学 2020-03-10 Davide Giraudo

In this paper we establish a version of the Margulis Roblin equidistribution theorem's for harmonic measures. As a consequence a von Neumann type theorem is obtained for boundary actions and the irreducibility of the associated…

动力系统 · 数学 2020-01-14 Kevin Boucher

We give an algorithmic local lemma by establishing a sufficient condition for the uniform random walk on a directed graph to reach a sink quickly. Our work is inspired by Moser's entropic method proof of the Lov\'{a}sz Local Lemma (LLL) for…

组合数学 · 数学 2015-04-10 Dimitris Achlioptas , Fotis Iliopoulos

We introduce ellipticity criteria for random walks in i.i.d. random environments under which we can extend the ballisticity conditions of Sznitman's and the polynomial effective criteria of Berger, Drewitz and Ramirez originally defined for…

概率论 · 数学 2014-06-05 David Campos , Alejandro F. Ramirez

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

We introduce a class of absorption mechanisms and study the behavior of real-valued centered random walks with finite variance that do not get absorbed. In particular, we prove persistence and scaling limit results, which, in many cases of…

概率论 · 数学 2019-11-27 Micha Buck

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 derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

概率论 · 数学 2025-03-05 Partha S. Dey , Grigory Terlov

We study the random walk $(S_n)_{n\geq 1}$ with independent and identically distributed real-valued increments having zero mean and an absolute moment of order $2 + \delta$ for some $\delta > 0$. For any starting point $x \in \mathbb{R}$,…

概率论 · 数学 2025-09-18 Ion Grama , Hui Xiao

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…

概率论 · 数学 2026-02-10 Tuan Anh Nguyen , Vitali Wachtel

We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…

动力系统 · 数学 2025-08-28 Max Auer , Roland Zweimüller

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

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

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

概率论 · 数学 2021-03-09 Régis de la Bretèche , Gérald Tenenbaum