Estimating tails of independently stopped random walks using concave approximations of hazard functions [PDF]
, 2021 This paper considers logarithmic asymptotics of tails of randomly stopped sums. The stopping is assumed to be independent of the underlying random walk. First, finiteness of ordinary moments is revisited.
Lehtomaa, Jaakko
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Gumbel and Frechet convergence of the maxima of independent random walks [PDF]
, 2020 We consider point process convergence for sequences of independent and identically distributed random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks.
Mikosch, Thomas Valentin +1 more
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Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips [PDF]
, 2012 We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non existence of moments for first-passage and last-exit times.
MacPhee, Iain M. +9 more
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Logarithmic speeds for one-dimensional perturbed random walk in random environment [PDF]
, 2007 We study the random walk in random environment on Z+ = f0; 1; 2; : : :g, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) random walk in random environment perturbed from Sinai's ...
Menshikov, MV +7 more
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In the folds of the Central Limit Theorem: L\'evy walks, large deviations and higher-order anomalous diffusion [PDF]
, 2022 This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.
Klages, Rainer +5 more
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Random partitions in statistical mechanics [PDF]
, 2014 We consider a family of distributions on spatial random partitions that provide a coupling between different models of interest: the ideal Bose gas; the zero-range process; particle clustering; and spatial permutations.
Nicholas Ercolani (16242443) +8 more
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On the laws of large numbers for nonnegative random variables [PDF]
, 1983 Strong laws of large numbers concerning nonnegative random variables are obtained and then they are utilized to establish stability results, among other things, for sums of pairwise independent random variables and the range of random ...
Etemadi, Nasrollah
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On the accuracy of approximation of the distribution of negative-binomial random sums by the gamma distribution [PDF]
, 2018 summary:The main goal of this paper is to study the accuracy of approximation for the distributions of negative-binomial random sums of independent, identically distributed random variables by the gamma ...
Hung, Tran Loc, Hau, Tran Ngoc
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Random walks on reductive groups [PDF]
, 2016 The classical theory of Random Walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains the generalization of this theory to products of independent identically distributed random ...
Yves Benoist +3 more
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Zero range condensation at criticality [PDF]
, 2011 Zero-range processes with decreasing jump rates exhibit a condensation transition, where a positive fraction of all particles condenses on a single lattice site when the total density exceeds a critical value.
Armendáriz, I. +5 more
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