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Soft local times and decoupling of random interlacements

Serguei Popov, Augusto Teixeira (2015)

Journal of the European Mathematical Society

In this paper we establish a decoupling feature of the random interlacement process ℐ u ⊂ ℤ d at level u , d ≥ 3 . Roughly speaking, we show that observations of ℐ u restricted to two disjoint subsets A 1 and A 2 of ℤ d are approximately independent, once we add a sprinkling to the process ℐ u by slightly increasing the parameter u . Our results differ from previous ones in that we allow the mutual distance between the sets A 1 and A 2 to be much smaller than their diameters. We then provide an important application of this...

Sojourn time in ℤ+ for the Bernoulli random walk on ℤ

Aimé Lachal (2012)

ESAIM: Probability and Statistics

Let (Sk)k≥1 be the classical Bernoulli random walk on the integer line with jump parameters p ∈ (0,1) and q = 1 − p. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed time is well-known, but its expression is not simple. By modifying slightly this sojourn time through a particular counting process of the zeros of the walk as done by Chung & Feller [Proc. Nat. Acad. Sci. USA 35 (1949) 605–608], simpler representations may be obtained...

Sojourn time in ℤ+ for the Bernoulli random walk on ℤ

Aimé Lachal (2012)

ESAIM: Probability and Statistics

Let (Sk)k≥1 be the classical Bernoulli random walk on the integer line with jump parameters p ∈ (0,1) and q = 1 − p. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed time is well-known, but its expression is not simple. By modifying slightly this sojourn time through a particular counting process of the zeros of the walk as done by Chung & Feller [Proc. Nat. Acad. Sci....

Sojourn times.

Takács, Lajos (1996)

Journal of Applied Mathematics and Stochastic Analysis

Stabilité du comportement des marches aléatoires sur un groupe localement compact

Driss Gretete (2008)

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

Dans cet article nous démontrons un théorème de stabilité des probabilités de retour sur un groupe localement compact unimodulaire, séparable et compactement engendré. Nous démontrons que le comportement asymptotique de F*(2n)(e) ne dépend pas de la densité F sous des hypothèses naturelles. A titre d’exemple nous établissons que la probabilité de retour sur une large classe de groupes résolubles se comporte comme exp(−n1/3).

Stability estimates of generalized geometric sums and their applications

Evgueni I. Gordienko (2004)

Kybernetika

The upper bounds of the uniform distance ρ ∑ k = 1 ν X k , ∑ k = 1 ν X ˜ k between two sums of a random number ν of independent random variables are given. The application of these bounds is illustrated by stability (continuity) estimating in models in queueing and risk theory.

Stochastic dynamical systems with weak contractivity properties II. Iteration of Lipschitz mappings

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

In this continuation of the preceding paper (Part I), we consider a sequence ( F ₙ ) n ≥ 0 of i.i.d. random Lipschitz mappings → , where is a proper metric space. We investigate existence and uniqueness of invariant measures, as well as recurrence and ergodicity of the induced stochastic dynamical system (SDS) X ₙ x = F ₙ ∘ . . . ∘ F ₁ ( x ) starting at x ∈ . The main results concern the case when the associated Lipschitz constants are log-centered. Principal tools are local contractivity, as considered in detail in Part I, the Chacon-Ornstein...

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