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In this article we study a small random perturbation of a linear recurrence equation. If all the roots of its corresponding characteristic equation have modulus strictly less than one, the random linear recurrence goes exponentially fast to…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Shuo Liu

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…

Probability · Mathematics 2020-06-01 Julia Gaudio , Yury Polyanskiy

In this work we prove sufficient conditions for the Glauber dynamics corresponding to a sequence of (non-product) measures on finite product spaces to be rapidly mixing, i.e. that the mixing time with respect to the total variation distance…

Probability · Mathematics 2019-02-27 Arthur Sinulis

We study the asymptotics of a Markovian system of $N \geq 3$ particles in $[0,1]^d$ in which, at each step in discrete time, the particle farthest from the current centre of mass is removed and replaced by an independent $U [0,1]^d$ random…

Probability · Mathematics 2015-04-27 Michael Grinfeld , Stanislav Volkov , Andrew R. Wade

We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…

Probability · Mathematics 2025-02-04 Guillaume Barraquand , Oriane Blondel , Marielle Simon

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by…

Mathematical Physics · Physics 2015-05-13 Javiera Barrera , Olivier Bertoncini , Roberto Fernández

This paper presents some new results on the conditional joint probability distributions of phase-type under the mixture of right-continuous Markov jump processes with absorption on the same finite state space $\mathbb{S}$ moving at…

Probability · Mathematics 2018-07-24 B. A. Surya

In this paper, we are interested in the impact of communities on the mixing behavior of the non-backtracking random walk. We consider sequences of sparse random graphs of size $N$ generated according to a variant of the classical…

Probability · Mathematics 2020-07-03 Anna Ben-Hamou

We introduce a new particle system that we call the SSEP with traps, which is non reversible, attractive, and has a transient regime. We study its \emph{transience time} $\theta_K$, meaning the time after which the system is no longer in a…

Probability · Mathematics 2024-04-01 Clément Erignoux , Brune Massoulié

In this paper we present a study of the mixing time of a random walk on the largest component of a supercritical random graph, also known as the giant component. We identify local obstructions that slow down the random walk, when the…

Combinatorics · Mathematics 2007-05-23 Nikolaos Fountoulakis , Bruce Reed

Without mutation and migration, evolutionary dynamics ultimately leads to the extinction of all but one species. Such fixation processes are well understood and can be characterized analytically with methods from statistical physics.…

Populations and Evolution · Quantitative Biology 2015-06-04 Andrew J. Black , Arne Traulsen , Tobias Galla

We consider the symmetric simple exclusion processes with a slow site in the discrete torus with $n$ sites. In this model, particles perform nearest-neighbor symmetric random walks with jump rates everywhere equal to one, except at one…

Probability · Mathematics 2015-08-28 Tertuliano Franco , Patrícia Gonçalves , Gunter M. Schütz

We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a…

Probability · Mathematics 2012-10-24 David Croydon , Ben Hambly , Takashi Kumagai

We investigate the asymptotic disconnection time of a large discrete cylinder $(\mathbb{Z}/N\mathbb{Z})^{d}\times \mathbb{Z}$, $d\geq 2$, by simple and biased random walks. For simple random walk, we derive a sharp asymptotic lower bound…

Probability · Mathematics 2024-09-27 Xinyi Li , Yu Liu , Yuanzheng Wang

In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…

Probability · Mathematics 2021-10-29 Andrew Feutrill , Matthew Roughan

We consider multi-component matching systems in heavy traffic consisting of $K\geq 2$ distinct perishable components which arrive randomly over time at high speed at the assemble-to-order station, and they wait in their respective queues…

Probability · Mathematics 2024-05-21 Bowen Xie

As the simplest model of transport of interacting particles in a disordered medium, we consider the asymmetric simple exclusion process (ASEP) in which particles with hard-core interactions perform biased random walks, on the supercritical…

Statistical Mechanics · Physics 2024-12-16 Chandrashekar Iyer , Mustansir Barma , Hunnervir Singh , Deepak Dhar

Consider the random Cayley graph of a finite group $G$ with respect to $k$ generators chosen uniformly at random, with $1 \ll \log k \ll \log |G|$ (ie $1 \ll k = |G|^{o(1)}$). A conjecture of Aldous and Diaconis (1985) asserts, for…

Probability · Mathematics 2021-02-05 Jonathan Hermon , Sam Olesker-Taylor

We determine diameters of Markov chains describing one-dimensional N -particle models with an exclusion interaction, namely the Ssep (symmetric simple exclusion process) and one of its non-reversible liftings, the lifted Tasep (totally…

Statistical Mechanics · Physics 2024-10-14 Xusheng Zhang , Werner Krauth

We show how to combine Fourier analysis with coupling arguments to bound the mixing times of a variety of Markov chains. The mixing time is the number of steps a Markov chain takes to approach its equilibrium distribution. One application…

Probability · Mathematics 2012-06-19 David Bruce Wilson
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