Results 11 to 20 of about 475 (210)
Random walks on hyperbolic spaces: Concentration inequalities and probabilistic Tits alternative. [PDF]
Probab Theory Relat Fields, 2022 The goal of this article is two-fold: in a first part, we prove Azuma–Hoeffding type concentration inequalities around the drift for the displacement of non-elementary random walks on hyperbolic spaces. For a proper hyperbolic space M, we obtain explicit
Aoun R, Sert C.
europepmc +3 more sources
Fractal and Fractional, 2023 From the initial development of probability theory to the present days, the convergence of various discrete processes to simpler continuous distributions remains at the heart of stochastic analysis.
Vassili N. Kolokoltsov
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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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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 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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Gumbel and Frechet convergence of the maxima of independent random walks
, 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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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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Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips
, 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
, 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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, 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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