Related papers: Super-character theory and comparison arguments fo…

We study a family of correlated one-dimensional random walks with a finite memory range M.These walks are extensions of the Taylor's walk as investigated by Goldstein, which has a memory range equal to one. At each step, with a probability…

Let $G$ be a graph on $n$ vertices of maximum degree $\Delta$. We show that, for any $\delta > 0$, the down-up walk on independent sets of size $k \leq (1-\delta)\alpha_c(\Delta)n$ mixes in time $O_{\Delta,\delta}(k\log{n})$, thereby…

We investigate the properties of chain recurrent, chain transitive, and chain mixing maps (generalizations of the well-known notions of non-wandering, topologically transitive, and topologically mixing maps). We describe the structure of…

The cutoff phenomenon describes a sharp transition in the convergence of a family of ergodic finite Markov chains to equilibrium. Many natural families of chains are believed to exhibit cutoff, and yet establishing this fact is often…

This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…

In this note we prove a large deviation result for the intersection of the ranges of two independent random walks in dimension two. This complements the study of Phetpradap from 2011, where the intersection in dimension three and above was…

Time and the choice of measurement time scales is fundamental to how we choose to represent information and data in finance. This choice implies both the units and the aggregation scales for the resulting statistical measurables used to…

In this paper, we study random walks evolving on Z in a dynamic random environment that we assume to have time correlations that decrease polynomially fast. We show a law of large numbers by generalizing methods already used for the…

A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the…

Let $S_{p,n}$ denote the sample covariance matrix based on $n$ independent identically distributed $p$-dimensional random vectors in the null-case. The main result of this paper is an explicit expansion of trace moments and power-trace…

This paper studies Markov chains on the symmetric group $S_n$ where the transition probabilities are given by the Ewens distribution with parameter $\theta>1$. The eigenvalues are identified to be proportional to the content polynomials of…

Gibbs sampling on factor graphs is a widely used inference technique, which often produces good empirical results. Theoretical guarantees for its performance are weak: even for tree structured graphs, the mixing time of Gibbs may be…

We present a unified framework for first-passage time and residence time of random walks in finite one-dimensional disordered biased systems. The derivation is based on exact expansion of the backward master equation in cumulants. The…

In each step of the overlapping cycles shuffle on $n$ cards, a fair coin is flipped which determines whether the $m$th card or the $n$th card is moved to the top of the deck. Angel, Peres, and Wilson showed the following interesting fact:…

Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

We consider the problem of characterizing upper-triangular matrices $M=\begin{pmatrix}p&r\\0&q\end{pmatrix}\in M_2(\mathbb Z)$ which can be represented in the form $A^2-B^2$ with upper-triangular integer matrices $A$ and $B$ and give a…

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

We prove that supercritical branching random walk on a transient graph converges almost surely under rescaling to a random measure on the Martin boundary of the graph. Several open problems and conjectures about this limiting measure are…