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相关论文: A quenched CLT for super-Brownian motion with rand…

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We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…

概率论 · 数学 2019-06-04 Hoang-Long Ngo , Marc Peigne

We construct a measure valued Markov process which we call infinite canonical super-Brownian motion, and which corresponds to the canonical measure of super-Brownian motion conditioned on non-extinction. Infinite canonical super-Brownian…

概率论 · 数学 2007-05-23 Remco van der Hofstad

We prove that a law of large numbers and a central limit theorem hold for the excited random walk model in every dimension $d \geq 2$.

概率论 · 数学 2007-06-06 Jean Bérard , Alejandro Ramírez

For a sequence of i.i.d. random variables $\{\xi_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp.…

概率论 · 数学 2007-05-23 M. D. Jara , C. Landim

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

概率论 · 数学 2007-05-23 Yuval Peres , Ofer Zeitouni

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

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

概率论 · 数学 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…

概率论 · 数学 2018-03-23 Rafał Marks , Piotr Miłoś

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

概率论 · 数学 2013-09-13 Gersende Fort

We prove that every directionally transient random walk in random i.i.d.\ environment, under condition $(T)_{\gamma}$, which admits an annealed functional limit towards Brownian motion also admits the corresponding quenched limit in $d \ge…

概率论 · 数学 2025-06-16 Carlo Scali

In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al.…

动力系统 · 数学 2024-05-28 Lucas Reding , Na Zhang

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

概率论 · 数学 2015-06-12 Florent Benaych-Georges , Alice Guionnet , Camille Male

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

概率论 · 数学 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…

概率论 · 数学 2011-01-18 Jean-Francois Le Gall , Amandine Veber

Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…

概率论 · 数学 2023-04-03 Théophile Buffière , Philippe Marchal

Quantum critical states exhibit strong quantum fluctuations and are therefore highly susceptible to perturbations. In this work we study the dynamical stability against a sudden coupling to these strong fluctuations by quenching the order…

统计力学 · 物理学 2017-02-21 Markus Heyl

We establish the quenched local limit theorem for reversible random walk on $\Z^d$ (with $d\ge 2$) among stationary ergodic random conductances that permit jumps of arbitrary length. The proof is based on the weak parabolic Harnack…

概率论 · 数学 2024-04-11 Xin Chen , Takashi Kumagai , Jian Wang

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

概率论 · 数学 2007-05-23 Greg Anderson , Ofer Zeitouni

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

概率论 · 数学 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

概率论 · 数学 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani