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We study a class of random homogeneous systems. Our main result says that under suitable general assumptions, these systems converge weakly, upon a suitable normalization, to the probability distribution with density $\frac34 \, (1-x^2) \,…

概率论 · 数学 2026-04-13 Xinxing Chen , Thomas Duquesne , Zhan Shi

In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…

概率论 · 数学 2023-06-30 Leandro Chiarini , Milton Jara , Wioletta M. Ruszel

We give a short analytic proof of local large deviations for i.i.d. random variables in the domain of a multivariate $\alpha$-stable law, $\alpha\in(0,1)\cup(1,2]$. Our method simultaneously covers lattice and nonlattice distributions (and…

概率论 · 数学 2022-02-15 Ian Melbourne , Dalia Terhesiu

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

概率论 · 数学 2013-03-07 Mikko Stenlund

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

概率论 · 数学 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

概率论 · 数学 2016-12-30 Tetsuya Hattori

We develop a technique that provides a lower bound on the speed of transient random walk in a random environment on regular trees. A refinement of this technique yields upper bounds on the first regeneration level and regeneration time. In…

概率论 · 数学 2009-11-03 Andrea Collevecchio , Tom Schmitz

We show that for every ergodic and aperiodic probability preserving transformation and $\alpha\in (0,2)$ there exists a function whose associated time series is in the standard domain of attraction of a non-degenerate symmetric…

动力系统 · 数学 2023-05-11 Zemer Kosloff , Dalibor Volny

Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some \alpha-stable law and let (\xi(i))_{i\in\Z} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random…

概率论 · 数学 2015-03-04 Brice Franke , Francoise Pene , Martin Wendler

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

概率论 · 数学 2014-12-01 Nikola Sandrić

In this paper, we analyze the conditions for convergence toward General Relativity of scalar-tensor gravity theories defined by an arbitrary coupling function $\alpha$ (in the Einstein frame). We show that, in general, the evolution of the…

广义相对论与量子宇宙学 · 物理学 2009-11-07 A. Serna , J. -M. Alimi , A. Navarro

Self-similar dynamical processes are characterized by a growing length scale $\xi$ which increases with time as $\xi \sim t^{1/z}$, where z is the dynamical exponent. The best known example is a simple random walk with z=2. Usually such…

统计力学 · 物理学 2016-01-18 Lukas Kades , Manuel Schrauth , Maximilian Schneider , Haye Hinrichsen

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

概率论 · 数学 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol

We study a $d$-dimensional branching random walk (BRW) in an i.i.d. random environment on $\mathbb{Z}^d$ in discrete time. A Bernoulli trap field is attached to $\mathbb{Z}^d$, where each site, independently of the others, is a trap with a…

概率论 · 数学 2026-01-12 Mehmet Öz

Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $\tau$. We show general conditions under which the sampled process $(X_{T_i},T_i-T_{i-1})^{\top}$…

统计理论 · 数学 2022-02-02 Dirk-Philip Brandes , Imma Valentina Curato , Robert Stelzer

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in random environment and let $\left\{ S_{n},n=0,1,2,...\right\} $ be its associated random walk. It is known that if the increments of this random walk belong…

概率论 · 数学 2022-09-29 Vladimir Vatutin , Elena Dyakonova

A theorem of Gao, Jackson and Seward, originally conjectured to be false by Glasner and Uspenskij, asserts that every countable group admits a $2$-coloring. A direct consequence of this result is that every countable group has a strongly…

动力系统 · 数学 2019-04-26 Nathalie Aubrun , Sebastián Barbieri , Stéphan Thomassé

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

概率论 · 数学 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

Consider a supercritical branching random walk on the real line. The consistent maximal displacement is the smallest of the distances between the trajectories followed by individuals at the $n$th generation and the boundary of the process.…

概率论 · 数学 2019-05-21 Bastien Mallein

The celebrated theorem of Komlos asserts that L1-boundedness is sufficient for a given sequence of functions to contain a subsequence along which (in a "lacunary" manner), and along whose every further subsequence ("hereditarily"), a strong…

概率论 · 数学 2026-02-27 Istvan Berkes , Ioannis Karatzas , Walter Schachermayer
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