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Invariance principle for Mott variable range hopping and other walks on point processes

P. Caputo, A. Faggionato, T. Prescott (2013)

Annales de l'I.H.P. Probabilités et statistiques

We consider a random walk on a homogeneous Poisson point process with energy marks. The jump rates decay exponentially in the α -power of the jump length and depend on the energy marks via a Boltzmann-like factor. The case α = 1 corresponds to the phonon-induced Mott variable range hopping in disordered solids in the regime of strong Anderson localization. We prove that for almost every realization of the marked process, the diffusively rescaled random walk, with an arbitrary start point, converges to...

Invariance principle for the random conductance model with dynamic bounded conductances

Sebastian Andres (2014)

Annales de l'I.H.P. Probabilités et statistiques

We study a continuous time random walk X in an environment of dynamic random conductances in ℤ d . We assume that the conductances are stationary ergodic, uniformly bounded and bounded away from zero and polynomially mixing in space and time. We prove a quenched invariance principle for X , and obtain Green’s functions bounds and a local limit theorem. We also discuss a connection to stochastic interface models.

Invariance principle, multifractional gaussian processes and long-range dependence

Serge Cohen, Renaud Marty (2008)

Annales de l'I.H.P. Probabilités et statistiques

This paper is devoted to establish an invariance principle where the limit process is a multifractional gaussian process with a multifractional function which takes its values in (1/2, 1). Some properties, such as regularity and local self-similarity of this process are studied. Moreover the limit process is compared to the multifractional brownian motion.

Invariance principles for random walks conditioned to stay positive

Francesco Caravenna, Loïc Chaumont (2008)

Annales de l'I.H.P. Probabilités et statistiques

Let {Snbe a random walk in the domain of attraction of a stable law 𝒴 , i.e. there exists a sequence of positive real numbers ( an) such that Sn/anconverges in law to 𝒴 . Our main result is that the rescaled process (S⌊nt⌋/an, t≥0), when conditioned to stay positive, converges in law (in the functional sense) towards the corresponding stable Lévy process conditioned to stay positive. Under some additional assumptions, we also prove a related invariance principle for the random walk killed at its first...

Invariance principles for spatial multitype Galton–Watson trees

Grégory Miermont (2008)

Annales de l'I.H.P. Probabilités et statistiques

We prove that critical multitype Galton–Watson trees converge after rescaling to the brownian continuum random tree, under the hypothesis that the offspring distribution is irreducible and has finite covariance matrices. Our study relies on an ancestral decomposition for marked multitype trees, and an induction on the number of types. We then couple the genealogical structure with a spatial motion, whose step distribution may depend on the structure of the tree in a local way, and show that the...

Invariant measure for some differential operators and unitarizing measure for the representation of a Lie group. Examples in finite dimension

Hélène Airault, Habib Ouerdiane (2011)

Banach Center Publications

Consider a Lie group with a unitary representation into a space of holomorphic functions defined on a domain 𝓓 of ℂ and in L²(μ), the measure μ being the unitarizing measure of the representation. On finite-dimensional examples, we show that this unitarizing measure is also the invariant measure for some differential operators on 𝓓. We calculate these operators and we develop the concepts of unitarizing measure and invariant measure for an OU operator (differential operator associated to...

Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations

I. Stojkovic, O. van Gaans (2011)

Annales de l'I.H.P. Probabilités et statistiques

We consider a stochastic delay differential equation with exponentially stable drift and diffusion driven by a general Lévy process. The diffusion coefficient is assumed to be locally Lipschitz and bounded. Under a mild condition on the large jumps of the Lévy process, we show existence of an invariant measure. Main tools in our proof are a variation-of-constants formula and a stability theorem in our context, which are of independent interest.

Invariant measures for iterated function systems

Tomasz Szarek (2000)

Annales Polonici Mathematici

A new criterion for the existence of an invariant distribution for Markov operators is presented. Moreover, it is also shown that the unique invariant distribution of an iterated function system is singular with respect to the Hausdorff measure.

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