相关论文: Moderate deviations and laws of the iterated logar…

Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…

We write $R_n$ for the minimal position attained after time $n$ by a branching random walk in the boundary case. In this article, we prove that $R_n - \frac{1}{2} \log n$ converges in law toward a shifted Gumbel distribution.

In this paper we consider the simple random walk on $\mathbb{Z}^d$, $d \geq 3$, conditioned to stay in a large domain $D_N$ of typical diameter $N$. Considering the range up to time $t_N \geq N^{2+\delta}$ for some $\delta > 0$, we…

We are interested in the randomly biased random walk on the supercritical Galton--Watson tree. Our attention is focused on a slow regime when the biased random walk $(X_n)$ is null recurrent, making a maximal displacement of order of…

Consider a Crump-Mode-Jagers process generated by an increasing random walk whose increments have finite second moment. Let $Y_k(t)$ be the number of individuals in generation $k\in \mathbb N$ born in the time interval $[0,t]$. We prove a…

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

Let $\rho$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $\rho$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an…

For one-dimensional simple random walk in a general i.i.d. scenery and its limiting process we construct a coupling with explicit rate of approximation extending a recent result for Gaussian sceneries due to Khoshnevisan and Lewis.…

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for $n$-iterated Brownian motions and, more generally, for the…

The law of the iterated logarithm for discrepancies of geometric progressions with small ratios is proved.

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…

In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If $f(t_0) > 0$, $f'(t_0) < 0$, and $f'$ is continuous in a neighborhood of $t_0$, then \begin{eqnarray*}…

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

We show a remarkable similarity between strategies to realize a large intersection or self-intersection local times in dimension five or more. This leads to the same rate functional for large deviation principles for the two objects…

Let $S_n$ be a centered random walk with a finite variance, and define the new sequence $A_n:=\sum_{i=1}^n S_i$, which we call an integrated random walk. We are interested in the asymptotics of $$p_N:=P(\min_{1 \le k \le N} A_k \ge 0)$$ as…

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

This paper investigates whether two independent Elephant Random Walks (ERWs) on $\mathbb{Z}$, each with a different memory parameter, can meet infinitely often, extending the work of Roy, Takei, and Tanemura. We also study the asymptotic…

We consider the rates of convergence of the quenched central limit theorem for hitting times of one-dimensional random walks in a random environment. Previous results had identified polynomial upper bounds for the rates of decay which are…