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We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…

概率论 · 数学 2016-06-09 Irene Crimaldi , Paolo Dai Pra , Pierre-Yves Louis , Ida Germana Minelli

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

概率论 · 数学 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

We show a central limit theorem for random walk on a Galton-Watson tree, when the edges of the tree are assigned randomly uniformly elliptic conductances. When a positive fraction of edges is assigned a small conductance $\varepsilon$, we…

概率论 · 数学 2024-10-14 Tabea Glatzel , Jan Nagel

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

概率论 · 数学 2025-11-13 Sébastien Ott , Yvan Velenik

Consider a discrete uniformly elliptic divergence form equation on the $d$ dimensional lattice $\Z^d$ with random coefficients. It has previously been shown that if the random environment is translational invariant, then the averaged…

偏微分方程分析 · 数学 2011-01-26 Joseph G. Conlon , Thomas Spencer

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

概率论 · 数学 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

For any graph having a suitable uniform Poincare inequality and volume growth regularity, we establish two-sided Gaussian transition density estimates and parabolic Harnack inequality, for constant speed continuous time random walks…

概率论 · 数学 2018-12-04 Amir Dembo , Ruojun Huang , Tianyi Zheng

We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…

概率论 · 数学 2014-09-16 Jean-Marc Derrien

We study random walks in a balanced, i.i.d. random environment in $\mathbb Z^d$ for $d\geq 3$. We establish improved convergence rates for the homogenization of the Dirichlet problem associated with the corresponding non-divergence form…

概率论 · 数学 2025-12-09 Xiaoqin Guo , Timo Sprekeler , Hung V. Tran

This is a continuation of our earlier work [Stochastic Processes and their Applications, 129(1), pp.102--128, 2019] on the random walk in random scenery and in random layered conductance. We complete the picture of upper deviation of the…

概率论 · 数学 2020-07-07 Jean-Dominique Deuschel , Ryoki Fukushima

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

概率论 · 数学 2022-09-29 Xiaoqin Guo , Hung V. Tran

In this paper, we establish a quenched invariance principle for the random walk on a certain class of infinite, aperiodic, oriented random planar graphs called "T-graphs" [Kenyon-Sheffield04]. These graphs appear, together with the…

概率论 · 数学 2014-01-15 Benoit Laslier

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

概率论 · 数学 2015-09-08 Noam Berger , Ron Rosenthal

We establish the (non-lattice) local limit theorem for products of i.i.d. random variables on an arbitrary simply connected nilpotent Lie group $G$, where the variables are allowed to be non-centered. Our result also improves on the known…

概率论 · 数学 2023-12-14 Timothée Bénard , Emmanuel Breuillard

We consider biased random walk among iid, uniformly elliptic conductances on $\mathbb{Z}^d$, and investigate the monotonicity of the velocity as a function of the bias. It is not hard to see that if the bias is large enough, the velocity is…

概率论 · 数学 2017-05-01 Noam Berger , Nina Gantert , Jan Nagel

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

概率论 · 数学 2007-05-23 Christine Ritzmann

We consider a stationary and ergodic random field {\omega(b)} parameterized by the family of bonds b in Z^d, d>1. The random variable \omega(b) is thought of as the conductance of bond b and it ranges in a finite interval [0,c_0]. Assuming…

概率论 · 数学 2008-09-16 A. Faggionato

Consider uniformly elliptic random walk on $\bbZ^d$ with independent jump rates across nearest neighbour bonds of the lattice. We show that the infinite volume effective diffusion matrix can be almost surely recovered as the limit of finite…

概率论 · 数学 2015-06-26 Pietro Caputo , Dima Ioffe

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 2012-10-08 Christophe Gallesco , Serguei Popov

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

概率论 · 数学 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar