Scaling limit of the prudent walk.
Scaling of a random walk on a supercritical contact process
We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk...
Self-decomposable probability measures on Banach spaces
Self-repelling random walk with directed edges on Z.
Semi-stable probability measures on
Sequences of independent identically distributed functions in rearrangement invariant spaces
A new set of sufficient conditions under which every sequence of independent identically distributed functions from a rearrangement invariant (r.i.) space on [0,1] spans there a Hilbertian subspace are given. We apply these results to resolve open problems of N. L. Carothers and S. L. Dilworth, and of M. Sh. Braverman, concerning such sequences in concrete r.i. spaces.
Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays
We generalize a theorem of Shao [Proc. Amer. Math. Soc.123 (1995) 575–582] on the almost-sure limiting behavior of the maximum of standardized random walk increments to multidimensional arrays of i.i.d. random variables. The main difficulty is the absence of an appropriate strong approximation result in the multidimensional setting. The multiscale statistic under consideration was used recently for the selection of the regularization parameter in a number of statistical algorithms as well as...
Singularities of the Green Function of a Random Walk on a Discrete Group.
Singularly perturbed telegraph equations with applications in the random walk theory.
Slowdown estimates for ballistic random walk in random environment
We consider models of random walk in uniformly elliptic i.i.d. random environment in dimension greater than or equal to 4, satisfying a condition slightly weaker than the ballisticity condition . We show that for every and large enough, the annealed probability of linear slowdown is bounded from above by . This bound almost matches the known lower bound of , and significantly improves previously known upper bounds. As a corollary we provide almost sharp estimates for the quenched probability...
Small-time behaviour of Lévy processes.
Soft local times and decoupling of random interlacements
In this paper we establish a decoupling feature of the random interlacement process at level , . Roughly speaking, we show that observations of restricted to two disjoint subsets and of are approximately independent, once we add a sprinkling to the process by slightly increasing the parameter . Our results differ from previous ones in that we allow the mutual distance between the sets and 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
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
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.
Sojourn times for the Brownian motion.
Some LIL type results on the partial sums and trimmed sums with multidimensional indices.
Some recent results on the law of the iterated logarithm for Banach space valued random variables
Some remarks on the random walk on finite groups
Some results on summability of random variables.