A local limit theorem for directed polymers in random media : the continuous and the discrete case

Some years later, the seminal paper of Burton and Denker [4] showed that for every aperiodic dynamical system there exists a function f which satisfies the central limit theorem..

Bolthausen, E.: On a Functional Central Limit Theorem for Random Walks Conditioned to Stay Positive, The Annals of Probability, 4, No.. Caravenna, F., Chaumont, L.: An

We show (cf. Theorem 1) that one can define a sta- tionary, bounded martingale difference sequence with non-degenerate lattice distribution which does not satisfy the local

Key words and phrases: Central limit theorem, spatial processes, m- dependent random fields, weak mixing..

Bolthausen, On a Functional Central Limit Theorem for Random Walk Conditioned to Stay Positive, Annals of Probability 4 (1976), no.. Chaumont, An invariance principle for random

In particular given n the number of observations, the choice of N = n/2 Fourier coefficients to estimate the integrated volatility is optimal and in this case, the variance is the

Completing a strategy of Gouëzel and Lalley [GL11], we prove a local limit theorem for the random walk generated by any symmetric finitely supported probability measure on

In a paper in progress, [ST13] make a link between the VRJP and accurate pointwise large deviation for reversible Markov jump processes: it appears that the limit measure of the