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

Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…

Let $K$ be a field of characteristic zero and suppose that $f:\mathbb{N}\to K$ satisfies a recurrence of the form $$f(n)\ =\ \sum_{i=1}^d P_i(n) f(n-i),$$ for $n$ sufficiently large, where $P_1(z),...,P_d(z)$ are polynomials in $K[z]$.…

We study (plane) tree-valued Markov chains $(T_n,n \geq 1)$ with uniform backward dynamics and show that they can be obtained by sampling from a real tree. As non--plane trees, every such Markov chain is represented by a weighted real tree.…

We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…

We study a multivariate Markov chain on the symmetric group with remarkable enumerative properties. We conjecture that the stationary distribution of this Markov chain can be expressed in terms of positive sums of Schubert polynomials. This…

Let $S=XX^T$ be the (unscaled) sample covariance matrix where $X$ is a real $p \times n$ matrix with independent entries. It is well known that if the entries of $X$ are independent and identically distributed (i.i.d.) with enough moments…

This paper generalizes the work of Kendall [Electron. Comm. Probab. 9 (2004) 140--151], which showed that perfect simulation, in the form of dominated coupling from the past, is always possible (although not necessarily practical) for…

We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…

We consider the computational task of sampling a bit string $x$ from a distribution $\pi(x)=|\langle x|\psi\rangle|^2$, where $\psi$ is the unique ground state of a local Hamiltonian $H$. Our main result describes a direct link between the…

In this paper we prove a sharp quantitative version of the Kendall's Theorem. The Kendal Theorem states that under some mild conditions imposed on a probability distribution on positive integers (i.e. probabilistic sequence) one can prove…

Permanental sequences with non-symmetric kernels that are generalization of the potentials of a Markov chain with state space $\{0,1/2, \ldots, 1/n,\ldots\}$ that was introduced by Kolmogorov, are studied. Depending on a parameter in the…

This paper studies the 1D stochastic Allen--Cahn equation on a bounded domain driven by localized white noise. We prove that the associated Markov process admits a unique invariant measure and is exponential mixing. The main challenge lies…

We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been…

Suppose $F$ is an infinite field and let $f \in F\{X_1, \dots,X_m\}$ be a noncommutative polynomial. Partially answering a query of Makar-Limanov, we show that there are numbers $d$ and $m'$ such that, if $F$ is closed under taking $d$th…

Let $N,d > 1$ be fixed integers, let $(T_1, ..., T_N)$ be random d-by-d matrices with nonnegative entries and $Q$ a random d-vector with nonnegative entries. This induces a mapping (the multivariate smoothing transform) on probability laws…

Historically time-reversibility of the transitions or processes underpinning Markov chain Monte Carlo methods (MCMC) has played a key r\^ole in their development, while the self-adjointness of associated operators together with the use of…

We show an invariance principle for rescaled clocks of positive semi-stable Markov processes, proving a conjecture presented in Remark 4 in Demni, Rouault, Zani [11], 2015.

Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…

A beautiful theorem of Zeckendorf states that every positive integer can be uniquely decomposed as a sum of non-consecutive Fibonacci numbers $\{F_n\}$, where $F_1 = 1$, $F_2 = 2$ and $F_{n+1} = F_n + F_{n-1}$. For general recurrences…

We investigate harmonic analysis of random matrices of large size with their Dyson indices going simultaneous to zero, that is in the high temperature limit. In this regime, we show that the multivariate Bessel function/Heckman-Opdam…