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We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

概率论 · 数学 2007-12-25 Roy Wagner

We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on $\Z^d$, $d\geq 3$, when the…

概率论 · 数学 2012-02-16 Daniel Boivin , Clément Rau

In this paper analogies between different (dis)similarity matrices are derived. These matrices, which are connected to path enumeration and random walks, are used in community detection methods or in computation of centrality measures for…

物理与社会 · 物理学 2015-03-20 J. K. Ochab

We investigate boundary estimates for elliptic operators with stationary random coefficients exhibiting integrable correlations, arising from stochastic homogenization theory. As practical applications, we establish decay estimates for…

偏微分方程分析 · 数学 2026-02-12 Li Wang , Qiang Xu

We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…

偏微分方程分析 · 数学 2014-08-04 William M. Feldman , Inwon Kim , Panagiotis E. Souganidis

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

概率论 · 数学 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

概率论 · 数学 2012-09-25 Christian Döbler , Michael Stolz

We consider the maximum $M_t$ of branching random walk in a space-inhomogeneous random environment on $\mathbb{Z}$. In this model the branching rate while at some location $x\in\mathbb{Z}$ is randomized in an i.i.d. manner. We prove that…

概率论 · 数学 2024-12-03 Xaver Kriechbaum

We prove effective density of random walks on homogeneous spaces, assuming that the underlying measure is supported on matrices generating a dense subgroup and having algebraic entries. The main novelty is an argument passing from high…

概率论 · 数学 2024-01-17 Wooyeon Kim , Constantin Kogler

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

概率论 · 数学 2019-12-02 Johann Gehringer , Xue-Mei Li

The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale…

概率论 · 数学 2009-02-04 Jérôme Depauw , Jean-Marc Derrien

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

概率论 · 数学 2007-05-23 Jason Fulman

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

概率论 · 数学 2019-10-30 Philippe Carmona , Nicolas Pétrélis

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

统计理论 · 数学 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

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 2013-04-10 Christophe Gallesco , Serguei Popov

We prove quantitative estimates on the rate of convergence for the oscillating Dirichlet problem in periodic homogenization of divergence-form uniformly elliptic systems. The estimates are optimal in dimensions larger than three and new in…

偏微分方程分析 · 数学 2017-08-02 Scott Armstrong , Tuomo Kuusi , Jean-Christophe Mourrat , Christophe Prange

We introduce ellipticity criteria for random walks in i.i.d. random environments under which we can extend the ballisticity conditions of Sznitman's and the polynomial effective criteria of Berger, Drewitz and Ramirez originally defined for…

概率论 · 数学 2014-06-05 David Campos , Alejandro F. Ramirez

This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. In [11] rate of convergence results in…

偏微分方程分析 · 数学 2013-05-07 Joseph G. Conlon , Arash Fahim

We propose a general framework for quantum walks on d-dimensional spaces. We investigate asymptotic behavior of these walks. Among them, existence of limit distribution of homogeneous walks is proved. In this theorem, the support of the…

数学物理 · 物理学 2021-05-19 Hiroki Sako

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

统计理论 · 数学 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes