中文
相关论文

相关论文: Random matrix central limit theorems for noninters…

200 篇论文

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

概率论 · 数学 2012-10-05 Christophe Gallesco , Serguei Popov

Consider the extreme value of a Bernoulli random walk on the one-dimensional integer lattice, with reflection at 0, over a finite discrete time interval. Only the asymmetric (biased) case is discussed. Asymptotic mean/variance results are…

历史与综述 · 数学 2018-08-27 Steven R. Finch

Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…

概率论 · 数学 2021-02-15 Jimmy He

Let $\{S_n,n\geq 0\} $ be a random walk whose increments belong without centering to the domain of attraction of an $\alpha$-stable law $\{Y_t,t\geq 0\}$, i.e. $S_{nt}/a_n\Rightarrow Y_t,t\geq 0,$ for some scaling constants $a_n$. Assuming…

概率论 · 数学 2023-03-15 Congzao Dong , Elena Dyakonova , Vladimir Vatutin

The method of the quantum probability theory only requires simple structural data of graph and allows us to avoid a heavy combinational argument often necessary to obtain full description of spectrum of the adjacency matrix. In the present…

量子物理 · 物理学 2009-11-13 S. Salimi

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

数据分析、统计与概率 · 物理学 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

We consider walks on the edges of the square lattice $\mathbb Z^2$ which obey \emph{two-step rules,} which allow (or forbid) steps in a given direction to be followed by steps in another direction. We classify these rules according to a…

组合数学 · 数学 2021-12-15 Nicholas R. Beaton

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

概率论 · 数学 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This result unifies and extends previous work on repeated-interactions models, including that of the author (2010, J. London Math. Soc.…

算子代数 · 数学 2012-11-22 Alexander C. R. Belton

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

概率论 · 数学 2024-03-25 Steffen Dereich

This article introduces a model for interacting vertex-reinforced random walks, each taking values on a complete sub-graph of a locally finite undirected graph. The transition probability for a walk to a given vertex depends on the…

概率论 · 数学 2025-08-25 Fernando P. A. Prado , Rafael A. Rosales

This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…

概率论 · 数学 2025-10-28 Robert Griffiths , Shuhei Mano

We establish that if a sequence of spaces equipped with resistance metrics and measures converge with respect to the Gromov-Hausdorff-vague topology, and a certain non-explosion condition is satisfied, then the associated stochastic…

概率论 · 数学 2016-09-20 D. A. Croydon

We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.

概率论 · 数学 2018-02-13 Kartick Adhikari , Koushik Saha

Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…

概率论 · 数学 2009-10-05 Lorenz A. Gilch , Sebastian Müller

Given a finite-range random walk on a finitely generated free group , what is the asymptotic behaviour, as the number of steps goes to infinity, of the sequence of probabilities that the random walk is at a given element of the group? In…

概率论 · 数学 2025-07-22 Guillaume Chevalier

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

We prove limit theorems for random walks with $n$ steps in the $d$-dimensional Euclidean space as both $n$ and $d$ tend to infinity. One of our results states that the path of such a random walk, viewed as a compact subset of the…

概率论 · 数学 2023-05-23 Zakhar Kabluchko , Alexander Marynych

In the present paper, as a continuation of our preceding paper [10], we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a viewpoint of discrete geometric analysis…

概率论 · 数学 2021-08-17 Satoshi Ishiwata , Hiroshi Kawabi , Ryuya Namba

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

动力系统 · 数学 2023-06-22 Roland Prohaska