Related papers: Spectral Analysis of hypoelliptic random walks
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
We study some spectral properties of random walks on infinite countable amenable groups with an emphasis on locally finite groups, e.g. the infinite symmetric group. On locally finite groups, the random walks under consideration are driven…
The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…
Let T be an infinite homogenous tree of homogeneity $q+1$. Attaching to each edge the conductance $1$, the tree will became an electric network. The reversible Markov chain associated to this network is the simple random walk on the…
A one-dimensional confined Nonlinear Random Walk is a tuple of $N$ diffeomorphisms of the unit interval driven by a probabilistic Markov chain. For generic such walks, we obtain a geometric characterization of their ergodic stationary…
The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…
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…
Consider a Markov chain $(X_n)_{n\geqslant 0}$ with values in the state space $\mathbb X$. Let $f$ be a real function on $\mathbb X$ and set $S_0=0,$ $S_n = f(X_1)+\cdots + f(X_n),$ $n\geqslant 1$. Let $\mathbb P_x$ be the probability…
Recently, several papers have been devoted to the analysis of lamplighter random walks, in particular when the underlying graph is the infinite path $\mathbb{Z}$. In the present paper, we develop a spectral analysis for lamplighter random…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
The main goal of this text is comprehensive study of time homogeneous Markov chains on the real line whose drift tends to zero at infinity, we call such processes Markov chains with asymptotically zero drift. Traditionally this topic is…
Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…
Many seemingly disparate Markov chains are unified when viewed as random walks on the set of chambers of a hyperplane arrangement. These include the Tsetlin library of theoretical computer science and various shuffling schemes. If only…
We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
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,…
Iterated conformal mappings are used to obtain exact multifractal spectra of the harmonic measure for arbitrary Laplacian random walks in two dimensions. Separate spectra are found to describe scaling of the growth measure in time, of the…
We establish a sharp lower bound on the spectral gap of the biased adjacent-transposition Markov chain on the symmetric group. As a consequence, we resolve a longstanding conjecture of Fill, proving that among all regular probability…
We study the entropy of the distribution of the set R_n of vertices visited by a simple random walk on a graph with bounded degrees in its first n steps. It is shown that this quantity grows linearly in the expected size of R_n if the graph…
Kemeny's constant quantifies the expected time for a random walk to reach a randomly chosen vertex, providing insight into the global behavior of a Markov chain. We present a novel eigenvector-based formula for computing Kemeny's constant.…