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The spectral gap $\gamma$ of an ergodic and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to a fixed…

Statistics Theory · Mathematics 2016-12-19 David A. Levin , Yuval Peres

Aldous' spectral gap conjecture asserts that on any graph the random walk process and the random transposition (or interchange) process have the same spectral gap. We prove the conjecture using a recursive strategy. The approach is a…

Probability · Mathematics 2015-05-13 Pietro Caputo , Thomas M. Liggett , Thomas Richthammer

We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non-existence of moments for first-passage and last-exit times. In our…

Probability · Mathematics 2012-08-03 Ostap Hryniv , Iain M. MacPhee , Mikhail V. Menshikov , Andrew R. Wade

Famously, a $d$-dimensional, spatially homogeneous random walk whose increments are non-degenerate, have finite second moments, and have zero mean is recurrent if $d \in \{1,2\}$ but transient if $d \geq 3$. Once spatial homogeneity is…

Probability · Mathematics 2017-01-06 Nicholas Georgiou , Mikhail V. Menshikov , Aleksandar Mijatović , Andrew R. Wade

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

Probability · Mathematics 2017-10-25 Andrey Piatnitski , Elena Zhizhina

Let $G$ be a finite group acting linearly on a vector space $V$. We consider the linear symmetry groups $\operatorname{GL}(Gv)$ of orbits $Gv\subseteq V$, where the \emph{linear symmetry group} $\operatorname{GL}(S)$ of a subset $S\subseteq…

Group Theory · Mathematics 2018-10-19 Erik Friese , Frieder Ladisch

Asymptotic results are derived for the number of random walks in alcoves of affine Weyl groups (which are certain regions in $n$-dimensional Euclidean space bounded by hyperplanes), thus solving problems posed by Grabiner [J. Combin. Theory…

Combinatorics · Mathematics 2011-11-10 Christian Krattenthaler

Let K be a convex set in R d and let K $\lambda$ be the convex hull of a homogeneous Poisson point process P $\lambda$ of intensity $\lambda$ on K. When K is a simple polytope, we establish scaling limits as $\lambda$ $\rightarrow$ $\infty$…

Probability · Mathematics 2016-02-22 Pierre Calka , J. E. Yukich

We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…

Probability · Mathematics 2026-02-11 Yifan Cao , Yizhe Zhu

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

Quantitative Methods · Quantitative Biology 2012-07-11 F. Stadler , C. Metzner , J. Steinwachs , B. Fabry

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

Probability · Mathematics 2015-09-03 Mathav Murugan , Laurent Saloff-Coste

This paper deals with random walks on isometry groups of Gromov hyperbolic spaces, and more precisely with the dimension of the harmonic measure $\nu$ associated with such a random walk. We first establish a link of the form $\dim \nu \leq…

Dynamical Systems · Mathematics 2007-05-23 Vincent Le Prince

Let $\kappa \ge 2, \lambda > 1$ and define the multilinear Littlewood-Paley-Stein operators by $$g_{\lambda,\mu}^*(\vec{f})(x) = \bigg(\iint_{\mathbb{R}^{n+1}_{+}} \vartheta_t(x, y) \bigg|\int_{\mathbb{R}^{n \kappa}} s_t(y,\vec{z})…

Classical Analysis and ODEs · Mathematics 2020-07-28 Mingming Cao , Qingying Xue

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

We introduce asymptotic R\'enyi entropies as a parameterized family of invariants for random walks on groups. These invariants interpolate between various well-studied properties of the random walk, including the growth rate of the group,…

Probability · Mathematics 2024-06-11 Kimberly Golubeva , Minghao Pan , Omer Tamuz

Given a discrete-time linear switched system $\Sigma(\mathcal A)$ associated with a finite set $\mathcal A$ of matrices, we consider the measures of its asymptotic behavior given by, on the one hand, its deterministic joint spectral radius…

Optimization and Control · Mathematics 2021-11-17 Yacine Chitour , Guilherme Mazanti , Mario Sigalotti

We study the asymptotic behavior of Markov operators $P_\mu$ defined by convolution with a probability measure $\mu$ on the unit circle $\mathbb T$. We prove that when $\mu$ is adapted, $P_\mu$ satisfies Doeblin's condition if and only if…

Probability · Mathematics 2026-01-27 Guy Cohen , Michael Lin

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

Dynamical Systems · Mathematics 2023-06-22 Roland Prohaska

We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$. This analysis is heavily based on: first the study of the…

Probability · Mathematics 2016-01-15 Loïc Hervé , James Ledoux

In the uniformly discrete case of virtual persistence diagram groups $K(X,A)$, we construct a translation-invariant heat semigroup. The kernels are supported on a countable subgroup $H$, and the restriction to $H$ has Fourier exponent…

Probability · Mathematics 2026-03-27 Charles Fanning , Mehmet Aktas
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