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Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

概率论 · 数学 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

概率论 · 数学 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

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 show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.

概率论 · 数学 2013-04-15 Martin Barlow , Krzysztof Burdzy , Adam Timar

We study a continuous time random walk X in an environment of dynamic random conductances. We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We…

概率论 · 数学 2014-03-31 Sebastian Andres

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

We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk conditioned to stay in a cone. The main step…

概率论 · 数学 2015-06-04 Denis Denisov , Vitali Wachtel

We consider the random walk in an independent and identically distributed (i.i.d.) random environment on a Cayley graph of a finite free product of copies of $\mathbb{Z}$ and $\mathbb{Z}_2$. Such a Cayley graph is readily seen to be a…

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

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

In this article, a localisation result is proved for the biased random walk on the range of a simple random walk in high dimensions (d \geq 5). This demonstrates that, unlike in the supercritical percolation setting, a slowdown effect…

概率论 · 数学 2012-03-05 David Croydon

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

概率论 · 数学 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We study the motion of a random walker in one longitudinal and d transverse dimensions with a quenched power law correlated velocity field in the longitudinal x-direction. The model is a modification of the Matheron-de Marsily (MdM) model,…

统计力学 · 物理学 2007-05-23 Soumen Roy , Dibyendu Das

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

概率论 · 数学 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

In this paper we study the recurrence and transience of the $\mathbb{Z}^d$-valued branching random walk in random environment indexed by a critical Bienaym\'e-Galton-Watson tree, conditioned to survive. The environment is made either of…

概率论 · 数学 2025-01-03 Alexandre Legrand , Christophe Sabot , Bruno Schapira

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

概率论 · 数学 2018-10-16 Chak Hei Lo , James McRedmond , Clare Wallace

Let $S_n$ be a lattice random walk with mean zero and finite variance, and let $\Lambda^a_n$ be its occupation measure at level $a$. In this note, we prove local limit theorems for $\Pr[S_n=x,\Lambda^a_n=\ell]$ and…

概率论 · 数学 2019-01-28 Pierre Yves Gaudreau Lamarre

We derive a quenched invariance principle for random walks in random environments whose transition probabilities are defined in terms of weighted cycles of bounded length. To this end, we adapt the proof for random walks among random…

概率论 · 数学 2008-12-18 Jean-Dominique Deuschel , Holger Kösters

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

概率论 · 数学 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

We study a continuous-time random walk on $\mathbb{Z}^d$ in an environment of random conductances taking values in $(0,\infty)$. For a static environment, we extend the quenched local limit theorem to the case of a general speed measure,…

概率论 · 数学 2021-02-05 Sebastian Andres , Peter A. Taylor