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The lace expansion is a powerful tool for analysing the critical behaviour of self-avoiding walks and percolation. It gives rise to a recursion relation which we abstract and study using an adaptation of the inductive method introduced by…

概率论 · 数学 2007-05-23 Remco van der Hofstad , Gordon Slade

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

概率论 · 数学 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

概率论 · 数学 2009-06-22 Marco Lenci

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

Recently, Ishiwata, Kawabi and Kotani [2] proved two kinds of central limit theorems for non-symmetric random walks on crystal lattices from the view point of discrete geometric analysis. In the present paper, we obtain yet another kind of…

概率论 · 数学 2021-08-17 Ryuya Namba

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

概率论 · 数学 2018-10-16 Chak Hei Lo , James McRedmond , Clare Wallace

In this work we aim at proving central limit theorems for open quantum walks on $\mathbb{Z}^d$. We study the case when there are various classes of vertices in the network. Furthermore, we investigate two ways of distributing the vertex…

量子物理 · 物理学 2020-11-10 Przemysław Sadowski , Łukasz Pawela

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

统计理论 · 数学 2007-06-13 Dong-Yun Kim , Michael Woodroofe

We prove a conjecture of Toth and Veto about the weak convergence of the self repelling random walk with directed edges under diffusive scaling to a uniform distribution.

概率论 · 数学 2014-09-30 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

Let T be a rooted supercritical multi-type Galton-Watson (MGW) tree with types coming from a finite alphabet, conditioned to non-extinction. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a…

概率论 · 数学 2012-05-08 Amir Dembo , Nike Sun

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…

统计理论 · 数学 2025-10-28 Nicolai Palm , Thomas Nagler

In this note, we prove a quenched functional central limit theorem for a biased random walk on a supercritical Galton-Watson tree with leaves. This extends a result of Peres and Zeitouni (2008) where the case without leaves is considered. A…

概率论 · 数学 2017-01-17 Adam Bowditch

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 prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

概率论 · 数学 2010-09-14 Rodolphe Garbit

Open Quantum Random Walks, as developed in \cite{APSS}, are a quantum generalization of Markov chains on finite graphs or on lattices. These random walks are typically quantum in their behavior, step by step, but they seem to show up a…

概率论 · 数学 2013-12-20 Stephane Attal , Nadine Guillotin-Plantard , Christophe Sabot

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

统计理论 · 数学 2007-06-13 Keiji Nagai , Cun-Hui Zhang

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

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

统计理论 · 数学 2008-12-18 François Roueff , Murad S. Taqqu