中文
相关论文

相关论文: Limit theorems for one-dimensional transient rando…

200 篇论文

We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…

概率论 · 数学 2025-12-03 Marek Biskup

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

统计理论 · 数学 2012-07-04 Michel Broniatowski , Zhansheng Cao

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables with conditions of type $D(u_n)$ and $D'(u_n)$. Let $\{S_n, n \in \mathbb{N} \}$ be a transient random walk in the domain of attraction of a stable law. We…

概率论 · 数学 2019-10-11 Nicolas Chenavier , Ahmad Darwiche

A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.

概率论 · 数学 2009-10-08 Ayako Matsumoto , Kouji Yano

We consider the random walk in an \emph{i.i.d.} random environment on the infinite $d$-regular tree for $d \geq 3$. We consider the tree as a Cayley graph of free product of finitely many copies of $\Zbold$ and $\Zbold_2$ and define the…

概率论 · 数学 2014-04-30 Siva Athreya , Antar Bandyopadhyay , Amites Dasgupta

We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…

We study asymptotic limits of reversible random walks on tessellations via a variational approach, which relies on a specific generalized-gradient-flow formulation of the corresponding forward Kolmogorov equation. We establish sufficient…

偏微分方程分析 · 数学 2022-02-15 Anastasiia Hraivoronska , Oliver Tse

We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to…

概率论 · 数学 2007-05-24 Nadine Guillotin-Plantard , Arnaud Le Ny

We derive laws of the iterated logarithm for random walks on random conductance models under the assumption that the random walks enjoy long time sub-Gaussian heat kernel estimates.

概率论 · 数学 2016-05-04 Takashi Kumagai , Chikara Nakamura

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

概率论 · 数学 2016-08-04 Darcy Camargo , Serguei Popov

We study exit laws from large balls in $\mathbb{Z}^d$, $d\geq3$, of random walks in an i.i.d. random environment that is a small perturbation of the environment corresponding to simple random walk. Under a centering condition on the measure…

概率论 · 数学 2015-12-23 Erich Baur , Erwin Bolthausen

We consider a model for random walks on random environments (RWRE) with random subset of the d-dimensional Euclidean lattice as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the…

概率论 · 数学 2011-10-27 Ron Rosenthal

The paper is devoted to an invariance principle for Kemperman's model of oscillating random walk on $\mathbb{Z}$. This result appears as an extension of the invariance principal theorem for classical random walks on $\mathbb{Z}$ or…

概率论 · 数学 2023-09-12 Marc Peigné , Tran Duy Vo

We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…

概率论 · 数学 2026-02-12 Robin Kaiser , Martin Klötzer , Ecaterina Sava-Huss

We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…

概率论 · 数学 2022-05-16 Daniel J. Slonim

We consider a transitive action of a finitely generated group $G$ and the Schreier graph $\Gamma$ defined by this action for some fixed generating set. For a probability measure $\mu$ on $G$ with a finite first moment we show that if the…

群论 · 数学 2021-05-18 Bogdan Stankov

Let $(X_n)_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n = \sum_{k=1}^n f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\tau_y$ the first time at which $y+S_n$ becomes non-positive. Assuming that the…

概率论 · 数学 2025-12-19 Yunfan Zhao , Xiaojing Chen

General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…

概率论 · 数学 2013-01-08 Yong-Hua Mao , Yan-Hong Song

In this paper we construct (nonhomogeneous) quantum Markov chains associated with open quantum random walks. The quantum Markov chain, like the classical Markov chain, is a fundamental tool for the investigation of the basic properties such…

数学物理 · 物理学 2019-10-02 Ameur Dhahri , Chul Ki Ko , Hyun Jae Yoo

We consider a random walk in $\mathbb Z^d$ which jumps from a site $x$ to a nearest neighboring site $x+e$ (where $e\in V:=\{x\in\mathbb Z^d: |x|_1=1\}$) with probability $p_0(e)+\epsilon\xi(x,e)$. Here $\sum_e p_0(e)=1$, $p_0(e)> 0$,…

概率论 · 数学 2017-01-31 Alejandro F. Ramirez