We give central lower estimates for the transition kernels corresponding to symmetric random walks on certain amenable p-adic groups.

In this article, we consider a simple model in equilibrium statistical mechanics for a two-dimensional crystal without defects. In this model, the local specifications for infinite-volume Gibbs measures are rotationally symmetric. We show that at sufficiently low, but positive temperature,…

We consider Reinforced Random Walks where transitions probabilities are a function of the proportions of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to Pemantle [7] on trees

Using the high moment method and the Feynman-Kac semigroup technique, we obtain moderate deviations and laws of the iterated logarithm for the volume of the intersections of two and three dimensional Wiener sausages.

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for reflected Brownian motion. The method…

Almost sure and $L^k$-convergence of the traces of Laguerre processes to the family of dilations of the standard free Poisson distribution are established. We also prove that the fluctuations around the limiting process, converge weakly to a continuous centered Gaussian…

We consider the two dimensional discrete Gaussian free field confined between two hard walls. We show that the field becomes massive and identify the precise asymptotic behavior of the mass and the variance of the field as the height of…

We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain. The proofs are based on the coupling argument applied to the posterior Markov kernels. These results are useful both…

We propose a simple model for the behaviour of longterm investors on a stock market. It consists of three particles that represent the stock's current price and the buyers', respectively sellers', opinion about the right trading price. As time evolves,…

Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-type moment result for such random variables under minimal conditions which is then…