On the distribution density of the supremum of a random walk in the subexponential case.
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,...
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}.
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.
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 ().
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.
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.
We compute explicitly the number of paths of given length joining two vertices of the Cayley graph of the free product of cyclic groups of order k.
Upper estimates are presented for the universal constant in the Katz-Petrov and Osipov inequalities which do not exceed 3.1905.