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We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

概率论 · 数学 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

Motivated by a recent work of Benoist and Quint and extending results from the PhD thesis of the third author, we obtain limit theorems for products of independent and identically distributed elements of GLd (R), such as the…

概率论 · 数学 2016-03-08 Christophe Cuny , Jerome Dedecker , Christophe Jan

We consider the random walk in an independent and identically distributed (i.i.d.) random environment on a Cayley graph of a finite free product of copies of $\mathbb{Z}$ and $\mathbb{Z}_2$. Such a Cayley graph is readily seen to be a…

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

概率论 · 数学 2021-08-02 David Berger

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

概率论 · 数学 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

In this paper, we consider a generalization of the elephant random walk model. Compared to the usual elephant random walk, an interesting feature of this model is that the step sizes form a sequence of positive independent and identically…

概率论 · 数学 2023-02-14 Jérôme Dedecker , Xiequan Fan , Haijuan Hu , Florence Merlevède

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

概率论 · 数学 2024-02-20 Istvan Berkes , Bence Borda

We prove the quenched version of the central limit theorem for the displacement of a random walk in doubly stochastic random environment, under the $H_{-1}$-condition, with slightly stronger, $L^{2+\varepsilon}$ (rather than $L^2$)…

概率论 · 数学 2017-10-03 Bálint Tóth

We present a multiscale analysis for the exit measures from large balls in Z^d, d\geq 3, of random walks in certain i.i.d. random environments which are small perturbations of the fixed environment corresponding to simple random walk. Our…

概率论 · 数学 2007-05-23 Erwin Bolthausen , Ofer Zeitouni

We prove a quenched central limit theorem for balanced random walks in time dependent ergodic random environments which is not necessarily nearest-neigbhor. We assume that the environment satisfies appropriate ergodicity and ellipticity…

概率论 · 数学 2016-09-06 Jean-Dominique Deuschel , Xiaoqin Guo , Alejandro F. Ramirez

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

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

概率论 · 数学 2016-11-17 Konrad Kolesko , Matthias Meiners

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

For the perimeter length and the area of the convex hull of the first $n$ steps of a planar random walk, we study $n \to \infty$ mean and variance asymptotics and establish non-Gaussian distributional limits. Our results apply to random…

概率论 · 数学 2015-09-25 Andrew R. Wade , Chang Xu

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

概率论 · 数学 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

We prove an estimate for the probability that a simple random walk in a simply connected subset A of Z^2 starting on the boundary exits A at another specified boundary point. The estimates are uniform over all domains of a given inradius.…

概率论 · 数学 2009-05-15 Michael J. Kozdron , Gregory F. Lawler

We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…

数论 · 数学 2017-09-22 Michael Björklund , Alexander Gorodnik

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

Our paper gives bounds for the rate of convergence for a class of random walks on the d-dimensional torus generated by a set of n vectors in R^d/Z^d. We give bounds on the discrepancy distance from Haar measure; our lower bound holds for…

概率论 · 数学 2007-05-23 Timothy Prescott , Francis Edward Su

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