2 papers
math.PR2026
A Rough Functional Breuer-Major Theorem
Henri Elad Altman, Tom Klose, Nicolas Perkowski
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Mal…
math.PR2025
Scaling Limits of Line Models in Degenerate Environment
Jean-Dominique Deuschel, Henri Elad Altman
We consider a 2-dimensional model of random walk in random environment known as line model. The environment is described by two independent families of i.i.d. random variables dict…