Related papers: Spectrum of large random reversible Markov chains:…
The theory of $L^2$-spectral gaps for reversible Markov chains has been studied by many authors. In this paper we consider positive recurrent general state space Markov chains with stationary transition probabilities. Replacing the…
We investigate spectral properties of quantum graphs in the form of a periodic chain of rings with a connecting link between each adjacent pair, assuming that wave functions at the vertices are matched through conditions manifestly…
We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by Random Matrix Theory. We demonstrate it by…
Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration"…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
We introduce a new random graph model motivated by biological questions relating to speciation. This random graph is defined as the stationary distribution of a Markov chain on the space of graphs on $\{1, \ldots, n\}$. The dynamics of this…
We study the RPA equations in their most general form by taking the matrix elements appearing in the RPA equations as random. This yields either a unitarily or an orthogonally invariant random-matrix model which is not of the Cartan type.…
A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…
We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
This paper is a variation on the uniform spanning tree theme. We use random spanning forests to solve the following problem: for a Markov process on a finite set of size $n$, find a probability law on the subsets of any given size $m \leq…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
We study the spectral theory of a reversible Markov chain associated to a hypoelliptic random walk on a manifold M. This random walk depends on a parameter h which is roughly the size of each step of the walk. We prove uniform bounds with…
Using methods from random matrix theory researchers have recently calculated the full spectra of random networks with arbitrary degrees and with community structure. Both reveal interesting spectral features, including deviations from the…
Random tensor networks are a powerful toy model for understanding the entanglement structure of holographic quantum gravity. However, unlike holographic quantum gravity, their entanglement spectra are flat. It has therefore been argued that…
We propose an exact technique to calculate lower bounds of spectral gaps of discrete time reversible Markov chains on finite state sets. Spectral gaps are a common tool for evaluating convergence rates of Markov chains. As an illustration,…
This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…
Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…