The Beurling estimate for a class of random walks.
Lawler, Gregory F., Limic, Vlada (2004)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Strong limit theorems for a simple random walk on the 2-dimensional comb.”
The Beurling estimate for a class of random walks.
Invariance principles for ranked excursion lengths and heights.
Csáki, Endre, Hu, Yueyun (2004)
Electronic Communications in Probability [electronic only]
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Ordered random walks.
Eichelsbacher, Peter, König, Wolfgang (2008)
Electronic Journal of Probability [electronic only]
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Limiting behavior for the distance of a random walk.
Berestycki, Nathanael, Durrett, Rick (2008)
Electronic Journal of Probability [electronic only]
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The scaling limit of senile reinforced random walk.
Holmes, Mark P. (2009)
Electronic Communications in Probability [electronic only]
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Directed polymer in random environment and last passage percolation
Philippe Carmona (2010)
ESAIM: Probability and Statistics
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The sequence of random probability measures that gives a path of length , times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.
Random walks on finite groups with few random generators.
Pak, Igor (1999)
Electronic Journal of Probability [electronic only]
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A functional limit theorem for a 2D-random walk with dependent marginals.
Guillotin-Plantard, Nadine, Le Ny, Arnaud (2008)
Electronic Communications in Probability [electronic only]
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Bounding a random environment bounding a random environment for two-dimensional edge-reinforced random walk.
Merkl, Franz, Rolles, Silke W.W. (2008)
Electronic Journal of Probability [electronic only]
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Random walk local time approximated by a brownian sheet combined with an independent brownian motion
Endre Csáki, Miklós Csörgő, Antónia Földes, Pál Révész (2009)
Annales de l'I.H.P. Probabilités et statistiques
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Let (, ) be the local time of a simple symmetric random walk on the line. We give a strong approximation of the centered local time process (, )−(0, ) in terms of a brownian sheet and an independent Wiener process (brownian motion), time changed by an independent brownian local time. Some related results and consequences are also established.
Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
Zakhar Kabluchko, Axel Munk (2009)
ESAIM: Probability and Statistics
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We generalize a theorem of Shao [ (1995) 575–582] on the almost-sure limiting behavior of the maximum of standardized random walk increments to multidimensional arrays of i.i.d. random variables. The main difficulty is the absence of an appropriate strong approximation result in the multidimensional setting. The multiscale statistic under consideration was used recently for the selection of the regularization parameter in a number of statistical algorithms as well...