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⋆ Since we did not manage to prove this assertion, we studied the gaps between consec- utive elements of En and showed that it is sufficient to establish that there are almost as
The asymptotic convergence of paths given by the asip (log) then allows these results to pass over from the self-similar processes to the coordinate-changed random walk, by Lemma 6.1
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices.. This random walk, already known to be transient, has
Keywords: Gaussian random walk; maximum; Riemann zeta function; Euler-Maclaurin summa- tion; equidistant sampling of Brownian motion; finite
This Gaussian concentration is derived from a Gaussian upper bound of the density of the scheme and a modification of the so-called “Herbst argument” used to prove Logarithmic
A functional large deviations principle for quadratic forms of Gaussian stationary processes. Large deviations for Poisson random measures and processes with
We will prove that if a limit measure is not absolutely continuous with respect to the Lebesgue measure then the corresponding random walk on the self similar graph does not have
We emphasise that the scaling limit of the kinetic prudent walk seems to be different from the scaling limit of the uniform prudent walk studied in Combinatorics... The inset is
