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We prove the invariance principle for a \emph{random Lorentz-gas} particle in 3 dimensions under the Boltzmann-Grad limit and simultaneous diffusive scaling. That is, for the trajectory of a point-like particle moving among infinite-mass,…

概率论 · 数学 2020-06-23 Christopher Lutsko , Bálint Tóth

We prove that every random walk in i.i.d. environment in dimension greater than or equal to 2 that has an almost sure positive speed in a certain direction, an annealed invariance principle and some mild integrability condition for…

概率论 · 数学 2008-01-05 Noam Berger , Ofer Zeitouni

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

概率论 · 数学 2019-02-18 Peter Bella , Mathias Schäffner

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

概率论 · 数学 2024-11-07 Christopher Lutsko , Balint Toth

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 establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…

概率论 · 数学 2026-04-17 Johannes Bäumler , Noam Berger , Tal Orenshtein , Martin Slowik

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

We extend the spectral approach of S. Gou\"ezel for the vector-valued almost sure invariance principle (ASIP) to certain classes of non-stationary sequences with a weaker control over the behavior of the covariance matrices, assuming only…

动力系统 · 数学 2021-07-15 Davor Dragičević , Yeor Hafouta

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

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a…

动力系统 · 数学 2014-07-18 Romain Aimino , Matthew Nicol , Sandro Vaienti

By improving geometric recollision estimates for a random Lorentz gas, we extend the timescale $T(r)$ of the invariance principle for a Lorentz gas with particle size $r$ obtained by Lutsko and Toth (2020) from $\lim_{r \rightarrow 0} T(r)…

数学物理 · 物理学 2025-07-09 Karsten Matthies , Raphael Winter

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 show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.

概率论 · 数学 2013-04-15 Martin Barlow , Krzysztof Burdzy , Adam Timar

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

概率论 · 数学 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

概率论 · 数学 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We consider a stationary and ergodic random field $\{\omega(e) : e \in E_d\}$ that is parameterized by the edge set of the Euclidean lattice $\mathbb{Z}^d$, $d \geq 2$. The random variable $\omega(e)$, taking values in $[0, \infty)$ and…

概率论 · 数学 2018-01-23 Jean-Dominique Deuschel , Tuan Anh Nguyen , Martin Slowik

We obtain quenched almost sure invariance principle (with convergence rate) for Random Young Tower. We apply our result to i.i.d perturbations of non-uniformly expanding maps. In particular, we answer one open question in \cite{BBM}.

动力系统 · 数学 2020-01-22 Yaofeng Su

We study a continuous time random walk $X$ in an environment of i.i.d. random conductances $\mu_e\in[1,\infty)$. We obtain heat kernel bounds and prove a quenched invariance principle for $X$. This holds even when…

概率论 · 数学 2010-01-27 M. T. Barlow , J. -D. Deuschel

Consider a point particle moving through a Poisson distributed array of cubes all oriented along the axes - the random wind-tree model introduced in Ehrenfest-Ehrenfest (1912). We show that, in the joint Boltzmann-Grad and diffusive limit…

概率论 · 数学 2019-12-06 Christopher Lutsko , Bálint Tóth

We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold. In the present…

概率论 · 数学 2013-12-17 Martin Barlow , Krzysztof Burdzy , Adám Timár
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