中文
相关论文

相关论文: The invariance principle and the large deviation f…

200 篇论文

We prove an almost sure invariance principle for a random walker among i.i.d. conductances in $\Z^d$, $d\geq 2$. We assume conductances are bounded from above but we dot require they are bounded from below.

概率论 · 数学 2012-09-11 P. Mathieu

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

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

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

概率论 · 数学 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

概率论 · 数学 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

We consider weighted geodesic random walks in a complete Riemannian manifold $(M,g)$. We show that for almost all sequences of weights (with respect to a suitable measure), these weighted geodesic random walks satisfy, when suitably scaled,…

概率论 · 数学 2026-02-20 Rik Versendaal

In this article we show that the empirical measure of certain continuous time random walks satisfies a strong large deviation principle with respect to a topology introduced in~\cite{MV2016} by Mukherjee and Varadhan. This topology is…

概率论 · 数学 2024-09-04 Dirk Erhard , Tertuliano Franco , Joedson de Jesus Santana

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

概率论 · 数学 2007-05-23 Markus Flury

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. Homogenization and regeneration techniques combine to prove a law of large numbers and an averaged invariance…

概率论 · 数学 2007-06-13 F. Rassoul-Agha , T. Seppalainen

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

概率论 · 数学 2026-05-27 Jan-Luka Fatras

We study continuous time random walks on $\mathbb{Z}^d$ (with $d \geq 2$) among random conductances $\{ \omega(\{x,y\}) : x,y \in \mathbb{Z}^d\}$ that permit jumps of arbitrary length. The law of the random variables $\omega(\{x,y\})$,…

概率论 · 数学 2023-11-21 Sebastian Andres , Martin Slowik

We consider a random walk in a random environment (RWRE) on the strip of finite width $\mathbb{Z} \times \{1,2,\ldots,d\}$. We prove both quenched and averaged large deviation principles for the position and the hitting times of the RWRE.…

概率论 · 数学 2016-06-20 Jonathon Peterson

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

概率论 · 数学 2016-12-28 Erich Baur

We prove the almost sure ('quenched') invariance principle for a random walker on an infinite Bernoulli percolation cluster in $\Z^d$ where $d$ is larger or equal than 2.

概率论 · 数学 2012-09-11 P. Mathieu , A. L. Piatnitski

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

概率论 · 数学 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

We consider a biased random walk in positive random conductances on $\mathbb{Z}^d$ for $d\geq 5$. In the sub-ballistic regime, we prove the quenched convergence of the properly rescaled random walk towards a Fractional Kinetics.

概率论 · 数学 2024-08-22 Alexander Fribergh , Tanguy Lions , Carlo Scali

A $\delta$ once-reinforced random walk ($\delta$-ORRW) on connected graph is a self-interacting random walk which moves to its neighbors at each step according to the weights of the edges at that time, where the weights are $1$ on edges…

概率论 · 数学 2026-03-30 Xiangyu Huang , Yong Liu , Kainan Xiang

We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…

概率论 · 数学 2024-08-16 Maria Gordina , Tai Melcher , Dan Mikulincer , Jing Wang

This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…

概率论 · 数学 2007-05-23 Nathanaël Enriquez , Christophe Sabot

We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…

概率论 · 数学 2015-11-03 Jetlir Duraj , Vitali Wachtel
‹ 上一页 1 2 3 10 下一页 ›