Related papers: On Kesten's Multivariate Choquet-Deny Lemma

In this paper we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize coincidence of conditional…

Inspired by the idea of Bernoulli decomposition, we give a simple proof for a generalization of Hal\'asz anti--concentration result about random sum of vectores in $\mathbb{R}^d$. From our results, we can give one upper bound for the…

Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In this paper, we show that the distribution of the absorption time is absolutely continuous with an infinitely continuously differentiable density. We…

This paper is about the rate of convergence of the Markov chain $X_{n+1}=AX_{n}+B_{n}$ (mod $p$), where $A$ is an integer matrix with nonzero eigenvalues and ${B_{n}}_{n}$ is a sequence of independent and identically distributed integer…

We give a criterion of the form Q(d)c(M)<1 for the non-reconstructability of tree-indexed q-state Markov chains obtained by broadcasting a signal from the root with a given transition matrix M. Here c(M) is an explicit function, which is…

In a finite state irreducible Markov chain with stationary probabilities \pi_i and mean first passage times m_(ij) (mean recurrence time when i = j) it was first shown by Kemeny and Snell (1960) that \sum_j \pi_j m_(ij) is a constant K, not…

Let $X_N$ be a symmetric $N\times N$ random matrix whose $\sqrt{N}$-scaled centered entries are uniformly square integrable. We prove that if the entries of $X_N$ can be partitioned into independent subsets each of size $o(\log N)$, then…

Let $S$ be the multiplicative semigroup of $q\times q$ matrices with positive entries such that every row and every column contains a strictly positive element. Denote by $(X_n)_{n\geq1}$ a sequence of independent identically distributed…

Let $M_n$ denote a random symmetric $n$ by $n$ matrix, whose upper diagonal entries are iid Bernoulli random variables (which take value -1 and 1 with probability 1/2). Improving the earlier result by Costello, Tao and Vu, we show that…

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high…

Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if…

Suppose $ E$ is a space with a null-recurrent Markov kernel $ P$. Furthermore, suppose there are infinite particles with variable weights on $ E$ performing a random walk following $ P$. Let $ X_{t}$ be a weighted functional of the position…

I show how any reversible Markov chain on a finite state space that is irreducible, and hence suitable for estimating expectations with respect to its invariant distribution, can be used to construct a non-reversible Markov chain on a…

Let ${\bf a}=(a_1, a_2, \ldots, a_n)$ and ${\bf e}=(e_1, e_2, \ldots, e_n)$ be real sequences. Denote by $M_{{\bf e}\rightarrow {\bf a}}$ the $(n+1)\times(n+1)$ matrix whose $(m,k)$ entry ($m, k \in \{0,\ldots, n\}$) is the coefficient of…

We show that the Skolem Problem is decidable in finitely generated commutative rings of positive characteristic. More precisely, we show that there exists an algorithm which, given a finite presentation of a (unitary) commutative ring…

Let ${\bf M}=(M_1,\ldots, M_k)$ be a tuple of real $d\times d$ matrices. Under certain irreducibility assumptions, we give checkable criteria for deciding whether ${\bf M}$ possesses the following property: there exist two constants…

We study Helson matrices (also known as multiplicative Hankel matrices), i.e. infinite matrices of the form $M(\alpha) = \{\alpha(nm)\}_{n,m=1}^\infty$, where $\alpha$ is a sequence of complex numbers. Helson matrices are considered as…

We study the Markov chain $x_{n+1}=ax_n+b_n$ on a finite field $\mathbb{F}_p$, where $a \in \mathbb{F}_p$ is fixed and $b_n$ are independent and identically distributed random variables in $\mathbb{F}_p$. Conditionally on the Riemann…

Using the renewal approach we prove Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The coefficient in the…