pith:MBHPHYDZ
Limit theorems for random walks with spatio-temporal drift
Random walks with position-and-time dependent polynomial drift show three distinct asymptotic regimes.
arxiv:2605.17725 v1 · 2026-05-18 · math.PR · cond-mat.stat-mech · math-ph · math.MP
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\pithnumber{MBHPHYDZ4OPMFD3CEBM74SGQS5}
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Claims
In the nonlinear case, we identify three distinct regimes separated by a critical line and show that the normalized process exhibits qualitatively different behaviors in each regime, including convergence in distribution to a Gaussian law, convergence to a non-Gaussian limit given by the stationary distribution of a stochastic differential equation, and almost sure localization on a hypersphere.
The increments have moments of order p for some p>2 (stated in the abstract as the standing assumption under which all asymptotic results are derived).
The authors derive asymptotic behaviors for discrete-time random walks in R^d with polynomial spatio-temporal drifts, finding phase transitions to Gaussian limits in the linear case and three regimes (Gaussian, non-Gaussian SDE stationary, and hypersphere localization) in the nonlinear case under p>
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Receipt and verification
| First computed | 2026-05-20T00:04:54.900382Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
604ef3e079e39ec28f622059fe48d09753d7367eceac6263c5db6e877594bd46
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/MBHPHYDZ4OPMFD3CEBM74SGQS5 \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 604ef3e079e39ec28f622059fe48d09753d7367eceac6263c5db6e877594bd46
Canonical record JSON
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