Limit laws for random matrix products

Limit Laws for Random Exponentials

We study the limiting distribution of the sum SN (t) = ∑N i=1 e tXi as t→∞, N →∞, where (Xi) are i.i.d. random variables. Attention to such exponential sums has been motivated by various problems in the theory of random media. Examples include the quenched mean population size of branching random processes with random branching rates and the partition function of Derrida’s Random Energy Model. ...

Limit Laws for Sums of Random Exponentials

We study the limiting distribution of the sum SN (t) = PN i=1 e tXi as t → ∞, N → ∞, where (Xi) are i.i.d. random variables. Attention to such exponential sums has been motivated by various problems in random media theory. Examples include the quenched mean population size of a colony of branching processes with random branching rates and the partition function of Derrida’s Random Energy Model....

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Limit Laws for Transient Random Walks in Random Environment On

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 level n converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characteri...

Laws of Large Numbers for Random Linear

The computational solution of large scale linear programming problems contains various difficulties. One of the difficulties is to ensure numerical stability. There is another difficulty of a different nature, namely the original data, contains errors as well. In this paper, we show that the effect of the random errors in the original data has a diminishing tendency for the optimal value as the...