Pub Date : 2023-11-02DOI: 10.1007/s10959-023-01291-4
Amos Nevo, Felix Pogorzelski
{"title":"Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups","authors":"Amos Nevo, Felix Pogorzelski","doi":"10.1007/s10959-023-01291-4","DOIUrl":"https://doi.org/10.1007/s10959-023-01291-4","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"74 8","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135933122","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-01DOI: 10.1007/s10959-023-01296-z
Luca Avena, Conrado da Costa
Abstract We consider weighted sums of independent random variables regulated by an increment sequence and provide operative conditions that ensure a strong law of large numbers for such sums in both the centred and non-centred case. The existing criteria for the strong law are either implicit or based on restrictions on the increment sequence. In our setup we allow for an arbitrary sequence of increments, possibly random, provided the random variables regulated by such increments satisfy some mild concentration conditions. In the non-centred case, convergence can be translated into the behaviour of a deterministic sequence and it becomes a game of mass when the expectation of the random variables is a function of the increment sizes. We identify various classes of increments and illustrate them with a variety of concrete examples.
{"title":"Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass","authors":"Luca Avena, Conrado da Costa","doi":"10.1007/s10959-023-01296-z","DOIUrl":"https://doi.org/10.1007/s10959-023-01296-z","url":null,"abstract":"Abstract We consider weighted sums of independent random variables regulated by an increment sequence and provide operative conditions that ensure a strong law of large numbers for such sums in both the centred and non-centred case. The existing criteria for the strong law are either implicit or based on restrictions on the increment sequence. In our setup we allow for an arbitrary sequence of increments, possibly random, provided the random variables regulated by such increments satisfy some mild concentration conditions. In the non-centred case, convergence can be translated into the behaviour of a deterministic sequence and it becomes a game of mass when the expectation of the random variables is a function of the increment sizes. We identify various classes of increments and illustrate them with a variety of concrete examples.","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"225 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136018338","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-31DOI: 10.1007/s10959-023-01297-y
Endre Csáki, Antónia Földes
{"title":"On the Local Time of Anisotropic Random Walk on $$mathbb Z^2$$","authors":"Endre Csáki, Antónia Földes","doi":"10.1007/s10959-023-01297-y","DOIUrl":"https://doi.org/10.1007/s10959-023-01297-y","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135808263","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-29DOI: 10.1007/s10959-023-01295-0
Aurelien Gribinski
{"title":"A Theory of Singular Values for Finite Free Probability","authors":"Aurelien Gribinski","doi":"10.1007/s10959-023-01295-0","DOIUrl":"https://doi.org/10.1007/s10959-023-01295-0","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136157510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-19DOI: 10.1007/s10959-023-01292-3
Yan-Xia Ren, Renming Song, Rui Zhang
{"title":"Lower Deviation for the Supremum of the Support of Super-Brownian Motion","authors":"Yan-Xia Ren, Renming Song, Rui Zhang","doi":"10.1007/s10959-023-01292-3","DOIUrl":"https://doi.org/10.1007/s10959-023-01292-3","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135728558","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-18DOI: 10.1007/s10959-023-01294-1
Antoine Goldsborough, Stefanie Zbinden
{"title":"Some Properties of Markov chains on the Free Group $${mathbb {F}}_2$$","authors":"Antoine Goldsborough, Stefanie Zbinden","doi":"10.1007/s10959-023-01294-1","DOIUrl":"https://doi.org/10.1007/s10959-023-01294-1","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135825389","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-13DOI: 10.1007/s10959-023-01293-2
Lanlan Tang, Hua-Ming Wang
{"title":"Cutpoints of (1,2) and (2,1) Random Walks on the Lattice of Positive Half Line","authors":"Lanlan Tang, Hua-Ming Wang","doi":"10.1007/s10959-023-01293-2","DOIUrl":"https://doi.org/10.1007/s10959-023-01293-2","url":null,"abstract":"","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135854330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-29DOI: 10.1007/s10959-023-01283-4
Denis Denisov, Vitali Wachtel
Abstract We consider an asymptotically stable multidimensional random walk $$S(n)=(S_1(n),ldots , S_d(n) )$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>S</mml:mi> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>=</mml:mo> <mml:mo>(</mml:mo> <mml:msub> <mml:mi>S</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>,</mml:mo> <mml:mo>…</mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>S</mml:mi> <mml:mi>d</mml:mi> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> . For every vector $$x=(x_1ldots ,x_d)$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>x</mml:mi> <mml:mo>=</mml:mo> <mml:mo>(</mml:mo> <mml:msub> <mml:mi>x</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>…</mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>d</mml:mi> </mml:msub> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> with $$x_1ge 0$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>x</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>≥</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> </mml:math> , let $$tau _x:=min {n>0: x_{1}+S_1(n)le 0}$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>τ</mml:mi> <mml:mi>x</mml:mi> </mml:msub> <mml:mo>:</mml:mo> <mml:mo>=</mml:mo> <mml:mo>min</mml:mo> <mml:mrow> <mml:mo>{</mml:mo> <mml:mi>n</mml:mi> <mml:mo>></mml:mo> <mml:mn>0</mml:mn> <mml:mo>:</mml:mo> <mml:msub> <mml:mi>x</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>+</mml:mo> <mml:msub> <mml:mi>S</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>≤</mml:mo> <mml:mn>0</mml:mn> <mml:mo>}</mml:mo> </mml:mrow> </mml:mrow> </mml:math> be the first time the random walk $$x+S(n)$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>x</mml:mi> <mml:mo>+</mml:mo> <mml:mi>S</mml:mi> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> leaves the upper half space. We obtain the asymptotics of $$p_n(x,y):= {textbf{P}}(x+S(n) in y+Delta , tau _x>n)$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:msub> <mml:mi>p</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>x</mml:mi> <mml:mo>,</mml:mo> <mml:mi>y</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>:</mml:mo> <mml:mo>=</mml:mo> <mml:mi>P</mml:mi> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>x</mml:mi> <mml:mo>+</mml:mo> <mml:mi>S</mml:mi> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>∈</mml:mo> <mml:mi>y</mml:mi> <mml:mo>+</mml:mo> <mml:mi>Δ</mml:mi> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>τ</mml:mi> <mml:mi>x</mml:mi> </mml:msub> <mml:mo>></mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml
我们认为不合理的是,我们认为是一种复杂的多多维的稳定步行S(n)=(S_1(n),ldots, S_d(n) $S(n)为每一个向量$ x = (x_1 ldots, x_d) $ ... 1 x = (x, x, d)和$ x_1 ge 0 $ x 1≥0,则让$知道_x: = min { {n> 0: x_ {1} + S_1 (n)的le 0 $τx: = min {n >0:×1 + S (n)≤0}成为《随机漫步第一次$ x + S (n) $ x + S (n)的树叶上半空间。asymptotics》我们得到$ p_n (x, y): = P { textbf {}} (x + S + y (n) 中三角洲,知道_x> n) $ $ P (x, y): = P (x + y + S (n)∈xΔ,τ>n)美国n tends to无限,在$ $Δ三角洲是一个固定立方体。从这一点,我们得到《绿功能(local asymptotics for $ G (x, y): sum = _n p_n (x, y) $ G (x, y): =∑n p n (x, y),美国$ | | $ | | y和y - x或x $ | | $ | | tend to无限。
{"title":"Green Function for an Asymptotically Stable Random Walk in a Half Space","authors":"Denis Denisov, Vitali Wachtel","doi":"10.1007/s10959-023-01283-4","DOIUrl":"https://doi.org/10.1007/s10959-023-01283-4","url":null,"abstract":"Abstract We consider an asymptotically stable multidimensional random walk $$S(n)=(S_1(n),ldots , S_d(n) )$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>S</mml:mi> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>=</mml:mo> <mml:mo>(</mml:mo> <mml:msub> <mml:mi>S</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>,</mml:mo> <mml:mo>…</mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>S</mml:mi> <mml:mi>d</mml:mi> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> . For every vector $$x=(x_1ldots ,x_d)$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>x</mml:mi> <mml:mo>=</mml:mo> <mml:mo>(</mml:mo> <mml:msub> <mml:mi>x</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>…</mml:mo> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>d</mml:mi> </mml:msub> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> with $$x_1ge 0$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:msub> <mml:mi>x</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>≥</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> </mml:math> , let $$tau _x:=min {n>0: x_{1}+S_1(n)le 0}$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:msub> <mml:mi>τ</mml:mi> <mml:mi>x</mml:mi> </mml:msub> <mml:mo>:</mml:mo> <mml:mo>=</mml:mo> <mml:mo>min</mml:mo> <mml:mrow> <mml:mo>{</mml:mo> <mml:mi>n</mml:mi> <mml:mo>></mml:mo> <mml:mn>0</mml:mn> <mml:mo>:</mml:mo> <mml:msub> <mml:mi>x</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mo>+</mml:mo> <mml:msub> <mml:mi>S</mml:mi> <mml:mn>1</mml:mn> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>≤</mml:mo> <mml:mn>0</mml:mn> <mml:mo>}</mml:mo> </mml:mrow> </mml:mrow> </mml:math> be the first time the random walk $$x+S(n)$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:mi>x</mml:mi> <mml:mo>+</mml:mo> <mml:mi>S</mml:mi> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> leaves the upper half space. We obtain the asymptotics of $$p_n(x,y):= {textbf{P}}(x+S(n) in y+Delta , tau _x>n)$$ <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"> <mml:mrow> <mml:msub> <mml:mi>p</mml:mi> <mml:mi>n</mml:mi> </mml:msub> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>x</mml:mi> <mml:mo>,</mml:mo> <mml:mi>y</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>:</mml:mo> <mml:mo>=</mml:mo> <mml:mi>P</mml:mi> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>x</mml:mi> <mml:mo>+</mml:mo> <mml:mi>S</mml:mi> <mml:mrow> <mml:mo>(</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:mrow> <mml:mo>∈</mml:mo> <mml:mi>y</mml:mi> <mml:mo>+</mml:mo> <mml:mi>Δ</mml:mi> <mml:mo>,</mml:mo> <mml:msub> <mml:mi>τ</mml:mi> <mml:mi>x</mml:mi> </mml:msub> <mml:mo>></mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml","PeriodicalId":54760,"journal":{"name":"Journal of Theoretical Probability","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135246621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}