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A central limit theorem for two-dimensional random walks in a cone

Rodolphe Garbit (2011)

Bulletin de la Société Mathématique de France

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is regularly varying. This condition is satisfied in many natural examples.

A Class of Contractions in Hilbert Space and Applications

Nick Dungey (2007)

Bulletin of the Polish Academy of Sciences. Mathematics

We characterize the bounded linear operators T in Hilbert space which satisfy T = βI + (1-β)S where β ∈ (0,1) and S is a contraction. The characterizations include a quadratic form inequality, and a domination condition of the discrete semigroup ( T ) n = 1 , 2 , . . . by the continuous semigroup ( e - t ( I - T ) ) t 0 . Moreover, we give a stronger quadratic form inequality which ensures that s u p n T - T n + 1 : n = 1 , 2 , . . . < . The results apply to large classes of Markov operators on countable spaces or on locally compact groups.

A Gaussian bound for convolutions of functions on locally compact groups

Nick Dungey (2006)

Studia Mathematica

We give new and general sufficient conditions for a Gaussian upper bound on the convolutions K m + n K m + n - 1 K m + 1 of a suitable sequence K₁, K₂, K₃, ... of complex-valued functions on a unimodular, compactly generated locally compact group. As applications, we obtain Gaussian bounds for convolutions of suitable probability densities, and for convolutions of small perturbations of densities.

A geometric approach to on-diagonal heat kernel lower bounds on groups

Thierry Coulhon, Alexander Grigor'yan, Christophe Pittet (2001)

Annales de l’institut Fourier

We introduce a new method for obtaining heat kernel on-diagonal lower bounds on non- compact Lie groups and on infinite discrete groups. By using this method, we are able to recover the previously known results for unimodular amenable Lie groups as well as for certain classes of discrete groups including the polycyclic groups, and to give them a geometric interpretation. We also obtain new results for some discrete groups which admit the structure of a semi-direct product or of a wreath product....

A linear programming approach to error bounds for random walks in the quarter-plane

Jasper Goseling, Richard J. Boucherie, Jan-Kees van Ommeren (2016)

Kybernetika

We consider the steady-state behavior of random walks in the quarter-plane, in particular, the expected value of performance measures that are component-wise linear over the state space. Since the stationary distribution of a random walk is in general not readily available we establish upper and lower bounds on performance in terms of another random walk with perturbed transition probabilities, for which the stationary distribution is a geometric product-form. The Markov reward approach as developed...

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