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We consider laws of the iterated logarithm and the rate function for sample paths of random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.

概率论 · 数学 2016-06-30 Chikara Nakamura

We consider on-diagonal heat kernel estimates and the laws of the iterated logarithms for a switch-walk-switch random walk on a lamplighter graph under the condition that the random walk on the underlying graph enjoys sub-Gaussian heat…

概率论 · 数学 2016-10-07 Takashi Kumagai , Chikara Nakamura

We show that random walks on the infinite supercritical percolation clusters in Z^d satisfy the usual Law of the Iterated Logarithm. The proof combines Barlow's Gaussian heat kernel estimates and the ergodicity of the random walk on the…

概率论 · 数学 2008-09-26 H. Duminil-Copin

There is a condition (T'), such that it is the necessary condition that a random walk in random environment is ballistic. Under this condition, we show the law of the iterated logarithm for a random walk in random environment.

概率论 · 数学 2010-04-29 Naoki Kubota

In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…

概率论 · 数学 2021-06-16 Li-Xin Zhang

We establish a Chung-type law of the iterated logarithm for the solutions of a class of stochastic heat equations driven by a multiplicative noise whose coefficient depends on the solution, and this dependence takes us away from Gaussian…

概率论 · 数学 2023-10-09 Jiaming Chen

We study the trapping phenomenon of random walks in random environments of i.i.d. random conductances on the bonds of the grid $\mathbb{Z}^d$, the so-called random conductance model. Our main results concern the important model with…

概率论 · 数学 2025-11-19 Omar Boukhadra

Based on two-sided heat kernel estimates for a class of symmetric jump processes on metric measure spaces, the laws of the iterated logarithm (LILs) for sample paths, local times and ranges are established. In particular, the LILs are…

概率论 · 数学 2016-02-19 Panki Kim , Takashi Kumagai , Jian Wang

Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.

概率论 · 数学 2007-07-16 Guang-hui Cai , Hang Wu

This paper investigates whether two independent Elephant Random Walks (ERWs) on $\mathbb{Z}$, each with a different memory parameter, can meet infinitely often, extending the work of Roy, Takei, and Tanemura. We also study the asymptotic…

概率论 · 数学 2025-06-23 Shuhei Shibata , Tomoyuki Shirai

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

概率论 · 数学 2015-06-30 Omar Boukhadra , Takashi Kumagai , Pierre Mathieu

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…

概率论 · 数学 2014-10-02 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

概率论 · 数学 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero drift. Analogous results in the case of zero drift, where the…

概率论 · 数学 2024-07-29 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek , Andrew Wade

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

概率论 · 数学 2025-04-10 Sebastian Andres

The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…

统计力学 · 物理学 2024-05-21 Kenichiro Aoki , Takahisa Mitsui

We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is…

概率论 · 数学 2015-10-21 Ruojun Huang , Takashi Kumagai

We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…

概率论 · 数学 2007-05-23 Eddy Mayer-Wolf , Alexander Roitershtein , Ofer Zeitouni

Let $\rho$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $\rho$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an…

概率论 · 数学 2016-02-26 Jean-Baptiste Boyer

We prove a Law of Iterated Logarithm for random walks on a family of diagonal products constructed by Brieussel and Zheng (2021). This provides a wide variety of new examples of Law of Iterated Logarithm behaviours for random walks on…

概率论 · 数学 2022-05-12 Gideon Amir , Guy Blachar
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