On the Asymptotic Behaviour of Convolution Powers of Probabilities on Discrete Groups.
On the asymptotic equidistribution of sums of independent identically distributed random variables
On the Bennett–Hoeffding inequality
The well-known Bennett–Hoeffding bound for sums of independent random variables is refined, by taking into account positive-part third moments, and at that significantly improved by using, instead of the class of all increasing exponential functions, a much larger class of generalized moment functions. The resulting bounds have certain optimality properties. The results can be extended in a standard manner to (the maximal functions of) (super)martingales. The proof of the main result relies on an...
On the convergence of moments in the CLT for triangular arrays with an application to random polynomials
We give a proof of convergence of moments in the Central Limit Theorem (under the Lyapunov-Lindeberg condition) for triangular arrays, yielding a new estimate of the speed of convergence expressed in terms of νth moments. We also give an application to the convergence in the mean of the pth moments of certain random trigonometric polynomials built from triangular arrays of independent random variables, thereby extending some recent work of Borwein and Lockhart.
On the coupling property of Lévy processes
We give necessary and sufficient conditions guaranteeing that the coupling for Lévy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process and earlier results by Mineka and Lindvall–Rogers on couplings of random walks. In particular, we obtain that a Lévy process admits a successful coupling, if it is a strong Feller process or if the Lévy (jump) measure has an absolutely continuous component.
On the Dirichlet Problem at Infinity for Manifolds of Nonpositive Curvature.
On the distribution density of the supremum of a random walk in the subexponential case.
On the distribution of random walk local time
On the domination of a random walk on a discrete cylinder by random interlacements.
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
On the fixed point index of non-compact mappings
On the Haagerup inequality and groups acting on -buildings
Let be a group endowed with a length function , and let be a linear subspace of . We say that satisfies the Haagerup inequality if there exists constants such that, for any , the convolutor norm of on is dominated by times the norm of . We show that, for , the Haagerup inequality can be expressed in terms of decay of random walks associated with finitely supported symmetric probability measures on . If is a word length function on a finitely generated group , we show that,...
On the invariant measure of the random difference equation Xn = AnXn−1 + Bn in the critical case
We consider the autoregressive model on ℝd defined by the stochastic recursion Xn = AnXn−1 + Bn, where {(Bn, An)} are i.i.d. random variables valued in ℝd× ℝ+. The critical case, when , was studied by Babillot, Bougerol and Elie, who proved that there exists a unique invariant Radon measureν for the Markov chain {Xn}. In the present paper we prove that the weak limit of properly dilated measure ν exists and defines a homogeneous measure on ℝd ∖ {0}.
On the law of the iterated logarithm for increments of sums of independent random variables.
On the limit behaviour of sums of a random number of independent random variables
On the limit distribution of the well-distribution measure of random binary sequences
We prove the existence of a limit distribution of the normalized well-distribution measure (as ) for random binary sequences , by this means solving a problem posed by Alon, Kohayakawa, Mauduit, Moreira and Rödl.
On the limiting velocity of random walks in mixing random environment
We consider random walks in strong-mixing random Gibbsian environments in , . Based on regeneration arguments, we will first provide an alternative proof of Rassoul-Agha’s conditional law of large numbers (CLLN) for mixing environment (Electron. Commun. Probab.10(2005) 36–44). Then, using coupling techniques, we show that there is at most one nonzero limiting velocity in high dimensions ().
On the Maximum of a Branching Process Conditioned on the Total Progeny
The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.
On the moments of hitting times for random walks on trees.
On the norms of the random walks on planar graphs
We consider the nearest neighbor random walk on planar graphs. For certain families of these graphs, we give explicit upper bounds on the norm of the random walk operator in terms of the minimal number of edges at each vertex. We show that for a wide range of planar graphs the spectral radius of the random walk is less than one.