On the existence and asymptotic behavior of the random solutions of the random integral equation with advancing argument

Henryk Gacki

Displaying similar documents to “On the existence and asymptotic behavior of the random solutions of the random integral equation with advancing argument”

Slowdown estimates and central limit theorem for random walks in random environment

Alain-Sol Sznitman (2000)

Journal of the European Mathematical Society

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This work is concerned with asymptotic properties of multi-dimensional random walks in random environment. Under Kalikow’s condition, we show a central limit theorem for random walks in random environment on $ℤ^{d}$ , when $d > 2$ . We also derive tail estimates on the probability of slowdowns. These latter estimates are of special interest due to the natural interplay between slowdowns and the presence of traps in the medium. The tail behavior of the renewal time constructed in [25] plays an important...

Random fixed points of increasing compact random maps

Ismat Beg (2001)

Archivum Mathematicum

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Let $(Ω, Σ)$ be a measurable space, $(E, P)$ be an ordered separable Banach space and let $[a, b]$ be a nonempty order interval in $E$ . It is shown that if $f : Ω \times [a, b] \to E$ is an increasing compact random map such that $a \leq f (ω, a)$ and $f (ω, b) \leq b$ for each $ω \in Ω$ then $f$ possesses a minimal random fixed point $α$ and a maximal random fixed point $β$ .

Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime

Nathanaël Enriquez, Christophe Sabot, Olivier Zindy (2009)

Bulletin de la Société Mathématique de France

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We consider transient one-dimensional random walks in a random environment with zero asymptotic speed. An aging phenomenon involving the generalized Arcsine law is proved using the localization of the walk at the foot of “valleys“ of height $log t$ . In the quenched setting, we also sharply estimate the distribution of the walk at time $t$ .

Excited against the tide: a random walk with competing drifts

Mark Holmes (2012)

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

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We study excited random walks in i.i.d. random cookie environments in high dimensions, where the $k$ th cookie at a site determines the transition probabilities (to the left and right) for the $k$ th departure from that site. We show that in high dimensions, when the expected right drift of the first cookie is sufficiently large, the velocity is strictly positive, regardless of the strengths and signs of subsequent cookies. Under additional conditions on the cookie environment, we show that...

Random differential inclusions with convex right hand sides

Krystyna Grytczuk, Emilia Rotkiewicz (1991)

Annales Polonici Mathematici

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Abstract. The main result of the present paper deals with the existence of solutions of random functional-differential inclusions of the form ẋ(t, ω) ∈ G(t, ω, x(·, ω), ẋ(·, ω)) with G taking as its values nonempty compact and convex subsets of n-dimensional Euclidean space $R^{n}$ .

Perturbing transient random walk in a random environment with cookies of maximal strength

Elisabeth Bauernschubert (2013)

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

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We consider a left-transient random walk in a random environment on $ℤ$ that will be disturbed by cookies inducing a drift to the right of strength 1. The number of cookies per site is i.i.d. and independent of the environment. Criteria for recurrence and transience of the random walk are obtained. For this purpose we use subcritical branching processes in random environments with immigration and formulate criteria for recurrence and transience for these processes.

Random walk in random environment with asymptotically zero perturbation

M.V. Menshikov, Andrew R. Wade (2006)

Journal of the European Mathematical Society

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We give criteria for ergodicity, transience and null-recurrence for the random walk in random environment on $ℤ^{+} = {0, 1, 2, \dots}$ , with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results complement existing criteria for random walks in random environments and for Markov chains with asymptotically zero drift, and are significantly different from the previously studied cases. Our method is based on a martingale technique—the method of Lyapunov functions. ...

Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Francis Comets, Serguei Popov (2012)

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

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We consider a random walk in a stationary ergodic environment in $ℤ$ , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in $ℝ^{d}$ , $d \geq 3$ , which serves...

On some limit distributions for geometric random sums

Marek T. Malinowski (2008)

Discussiones Mathematicae Probability and Statistics

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We define and give the various characterizations of a new subclass of geometrically infinitely divisible random variables. This subclass, called geometrically semistable, is given as the set of all these random variables which are the limits in distribution of geometric, weighted and shifted random sums. Introduced class is the extension of, considered until now, classes of geometrically stable [5] and geometrically strictly semistable random variables [10]. All the results can be straightforward...

Semidirected random polymers: Strong disorder and localization

Nikolaos Zygouras (2010)

Actes des rencontres du CIRM

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Semi-directed, random polymers can be modeled by a simple random walk on $Z^{d}$ in a random potential - ${(λ + β ω (x))}_{x \in Z^{d}}$ , where $λ > 0$ , $β > 0$ and ${(ω (x))}_{x \in Z^{d}}$ is a collection of i.i.d., nonnegative random variables. We identify situations where the annealed and quenched costs, that the polymer pays to perform long crossings are different. In these situations we show that the polymer exhibits localization.

On the limiting velocity of random walks in mixing random environment

Xiaoqin Guo (2014)

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

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We consider random walks in strong-mixing random Gibbsian environments in $ℤ^{d}$ , $d \geq 2$ . Based on regeneration arguments, we will first provide an alternative proof of Rassoul-Agha’s conditional law of large numbers (CLLN) for mixing environment ( (2005) 36–44). Then, using coupling techniques, we show that there is at most one nonzero limiting velocity in high dimensions ( $d \geq 5$ ).

Weak quenched limiting distributions for transient one-dimensional random walk in a random environment

Jonathon Peterson, Gennady Samorodnitsky (2013)

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

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We consider a one-dimensional, transient random walk in a random i.i.d. environment. The asymptotic behaviour of such random walk depends to a large extent on a crucial parameter $κ g t; 0$ that determines the fluctuations of the process. When $0 l t; κ l t; 2$ , the averaged distributions of the hitting times of the random walk converge to a $κ$ -stable distribution. However, it was shown recently that in this case there does not exist a quenched limiting distribution of the hitting times. That is, it is not true...

Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model

Christophe Sabot, Pierre Tarrès (2015)

Journal of the European Mathematical Society

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Edge-reinforced random walk (ERRW), introduced by Coppersmith and Diaconis in 1986 [8], is a random process which takes values in the vertex set of a graph $G$ and is more likely to cross edges it has visited before. We show that it can be represented in terms of a vertex-reinforced jump process (VRJP) with independent gamma conductances; the VRJP was conceived by Werner and first studied by Davis and Volkov [10, 11], and is a continuous-time process favouring sites with more local time....

Set-valued random differential equations in Banach space

Mariusz Michta (1995)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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We consider the problem of the existence of solutions of the random set-valued equation: (I) $D_{H} X_{t} = F (t, X_{t}) P . 1$ , t ∈ [0,T] -a.e.; X₀ = U p.1 where F and U are given random set-valued mappings with values in the space $K_{c} (E)$ , of all nonempty, compact and convex subsets of the separable Banach space E. Under certain restrictions on F we obtain existence of solutions of the problem (I). The connections between solutions of (I) and solutions of random differential inclusions are investigated.

Random fixed points for a certain class of asymptotically regular mappings

Balwant Singh Thakur, Jong Soo Jung, Daya Ram Sahu, Yeol Je Cho (1998)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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Let (Ω, σ) be a measurable space and K a nonempty bounded closed convex separable subset of a p-uniformly convex Banach space E for p > 1. We prove a random fixed point theorem for a class of mappings T:Ω×K ∪ K satisfying the condition: For each x, y ∈ K, ω ∈ Ω and integer n ≥ 1, ⃦Tⁿ(ω,x) - Tⁿ(ω,y) ⃦ ≤ aₙ(ω)· ⃦x - y ⃦ + bₙ(ω) ⃦x -Tⁿ(ω,x) ⃦ + ⃦y - Tⁿ(ω,y) ⃦ + cₙ(ω) ⃦x - Tⁿ(ω,y) ⃦ + ⃦y - Tⁿ(ω,x) ⃦, where aₙ, bₙ, cₙ: Ω → [0, ∞) are functions satisfying certain conditions and Tⁿ(ω,x)...