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相关论文: Moderate deviations for random walk in random scen…

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We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

概率论 · 数学 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

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

We study nearest neighbor random walks on fixed environments of $\mathbb{Z}$ composed of two point types : $(1/2,1/2)$ and $(p,1-p)$ for $p>1/2$. We show that for every environment with density of $p$ drifts bounded by $\lambda$ we have…

概率论 · 数学 2015-08-31 Eviatar B. Procaccia , Ron Rosenthal

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

概率论 · 数学 2019-02-18 Peter Bella , Mathias Schäffner

We show an upper large deviation bound on the scale of the mean for a symmetric random walk in the plane with finite sixth moment. This result complements the study of Van den Berg, Bolthausen and Den Hollander, where the continuum case of…

概率论 · 数学 2023-11-20 Jingjia Liu , Quirin Vogel

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

概率论 · 数学 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

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

We prove a law of large numbers for random walks in certain kinds of i.i.d. random environments in Z^d that is an extension of a result of Bolthausen, Sznitman and Zeitouni (2003). We use this result, along with the lace expansion for…

概率论 · 数学 2016-11-25 Mark Holmes , Rongfeng Sun

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

概率论 · 数学 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

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 consider a random walk in dimension $d\geq 1$ in a dynamic random environment evolving as an interchange process with rate $\gamma>0$. We only assume that the annealed drift is non-zero. We prove that the empirical velocity of the walker…

概率论 · 数学 2018-04-18 M. Salvi , F. Simenhaus

We consider branching random walks in $d$-dimensional integer lattice with time-space i.i.d. offspring distributions. When $d \ge 3$ and the fluctuation of the environment is well moderated by the random walk, we prove a central limit…

概率论 · 数学 2007-12-06 Nobuo Yoshida

Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…

概率论 · 数学 2016-02-01 Christophe Sabot , Laurent Tournier

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

统计力学 · 物理学 2017-08-18 A. V. Nazarenko , V. Blavatska

We study random walks on $\mathrm{GL}_d(\mathbb{R})$ whose proximal dimension $r$ is larger than $1$ and whose limit set in the Grassmannian $\mathrm{Gr}_{r,d}(\mathbb{R})$ is not contained any Schubert variety. These random walks, without…

动力系统 · 数学 2019-05-15 Weikun He

Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…

统计力学 · 物理学 2015-03-24 Gerard Le Caer

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

概率论 · 数学 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

This paper has two main results, which are connected through the fact that the first is a key ingredient in the second. Both are extensions of results concerning directional transience of nearest-neighbor random walks in random environments…

概率论 · 数学 2023-10-31 Daniel J. Slonim

Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…

概率论 · 数学 2015-11-17 Zhiqiang Gao , Quansheng Liu

We consider transient random walks in random environment on $\z$ with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level $n$ converges in law, after a proper normalization,…

概率论 · 数学 2009-04-09 Nathanaël Enriquez , Christophe Sabot , Olivier Zindy