中文
相关论文

相关论文: The predicable dance of random walk: local limit t…

200 篇论文

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

概率论 · 数学 2015-06-04 Denis Denisov , Vitali Wachtel

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

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

概率论 · 数学 2007-05-23 Jason Fulman

In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on $\mathbb{Z}$; it extends the existing results for classical random walks on $\mathbb Z$ or reflected random walks on $\mathbb N_0$. The…

概率论 · 数学 2025-09-22 M. Peigné , C. Pham , T. D. Vo

In this paper we outline an approach for analysing random walks on the chambers of buildings. The types of walks that we consider are those which are well adapted to the structure of the building: Namely walks with transition probabilities…

概率论 · 数学 2009-12-08 James Parkinson , Bruno Schapira

We study random walks on relatively hyperbolic groups whose law is convergent, in the sense that the derivative of its Green function is finite at the spectral radius.When parabolic subgroups are virtually abelian, we prove that for such a…

动力系统 · 数学 2023-02-07 Matthieu Dussaule , Marc Peigné , Samuel Tapie

We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove…

概率论 · 数学 2026-03-30 Thi da Cam Pham , Marc Peigné , Doan Thai Son

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

概率论 · 数学 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

概率论 · 数学 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

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

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

概率论 · 数学 2014-05-13 Nuno Luzia

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

概率论 · 数学 2015-05-20 Daniel Paulin , Domokos Szász

We prove strong theorems for the local time at infinity of a nearest neighbor transient random walk. First, laws of the iterated logarithm are given for the large values of the local time. Then we investigate the length of intervals over…

概率论 · 数学 2007-07-06 Endre Csáki , Antónia Földes , Pál Révész

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

概率论 · 数学 2018-08-07 Kohei Uchiyama

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

概率论 · 数学 2019-08-09 Giuseppe Genovese , Renato Lucà

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

概率论 · 数学 2020-05-12 Christian Beneš

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

概率论 · 数学 2021-01-01 Lorenz A. Gilch

We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\frac{\alpha}{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with…

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

概率论 · 数学 2019-10-30 Philippe Carmona , Nicolas Pétrélis

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
‹ 上一页 1 2 3 10 下一页 ›