15 citations
- Institut Camille JordanFR79 papers
- Lyon 1 UniversitéFR9 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- Institutul de Cercetari ElectrotehniceRO3 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR2 papers
- Psychiatric Medicine AssociatesUS2 papers
- Bausch Health (Germany)DE1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Computer Algorithms for MedicineAT1 paper
- Danish Ministry of DefenceDK1 paper
- Edo State University UzairueNG1 paper
- IIT@MITUS1 paper
7 papers · 2 filters
Central limit theorem for sampled sums of dependent random variables
Nadine Guillotin-Plantard, Clémentine Prieur
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $…
Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime
Nathanaël Enriquez, Christophe Sabot, Olivier Zindy
We consider transient one-dimensional random walks in random environment with zero asymptotic speed. An aging phenomenon involving the generalized Arcsine law is proved using the l…
Existence, uniqueness and approximation for stochastic Schrodinger equation: the Poisson case
Clement Pellegrini
In quantum physics, recent investigations deal with the so-called "quantum trajectory" theory. Heuristic rules are usually used to give rise to "stochastic Schrodinger equations" w…
A functional limit theorem for a 2D-random walk with dependent marginals
Nadine Guillotin-Plantard, Arnaud Le Ny
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 d…
Chung's law for homogeneous Brownian functionals
Aimé Lachal, Thomas Simon
Consider the first exit time from a finite interval for an homogeneous fluctuating functional of a linear Brownian motion. We show the existence of a finite…
Limit laws for transient random walks in random environment on $\z$
Nathanaël Enriquez, Christophe Sabot, Olivier Zindy
We consider transient random walks in random environment on $\z$ with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the leve…