Displaying similar documents to “A central limit theorem for two-dimensional random walks in a cone”

Brownian local times.

Takács, Lajos (1995)

Journal of Applied Mathematics and Stochastic Analysis

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Convergence to the brownian Web for a generalization of the drainage network model

Cristian Coletti, Glauco Valle (2014)

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

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We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.

Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations

Renaud Marty (2010)

ESAIM: Probability and Statistics

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We consider a differential equation with a random rapidly varying coefficient. The random coefficient is a Gaussian process with slowly decaying correlations and compete with a periodic component. In the asymptotic framework corresponding to the separation of scales present in the problem, we prove that the solution of the differential equation converges in distribution to the solution of a stochastic differential equation driven by a classical Brownian motion in some cases, by a fractional...

Random paths with bounded local time

Itai Benjamini, Nathanaël Berestycki (2010)

Journal of the European Mathematical Society

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We consider one-dimensional Brownian motion conditioned (in a suitable sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.58... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). We also study the random walk case and show...