Displaying similar documents to “A functional limit theorem for a 2D-random walk with dependent marginals.”

Scaling of a random walk on a supercritical contact process

F. den Hollander, R. S. dos Santos (2014)

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

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We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the...

Excited random walk.

Benjamini, Itai, Wilson, David B. (2003)

Electronic Communications in Probability [electronic only]

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Limit theorems for U-statistics indexed by a one dimensional random walk

Nadine Guillotin-Plantard, Véronique Ladret (2005)

ESAIM: Probability and Statistics

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Let ( S n ) n 0 be a -random walk and ( ξ x ) x be a sequence of independent and identically distributed -valued random variables, independent of the random walk. Let h be a measurable, symmetric function defined on 2 with values in . We study the weak convergence of the sequence 𝒰 n , n , with values in D [ 0 , 1 ] the set of right continuous real-valued functions with left limits, defined by i , j = 0 [ n t ] h ( ξ S i , ξ S j ) , t [ 0 , 1 ] . Statistical applications are presented, in particular we prove a strong law of large numbers for...

Scaling limit of the random walk among random traps on ℤd

Jean-Christophe Mourrat (2011)

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

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Attributing a positive value to each ∈ℤ, we investigate a nearest-neighbour random walk which is reversible for the measure with weights ( ), often known as “Bouchaud’s trap model.” We assume that these weights are independent, identically distributed and non-integrable random variables (with polynomial tail), and that ≥5. We obtain the quenched subdiffusive scaling limit of the model, the limit being the fractional kinetics process. We begin our proof...