Related papers: Random motion on finite rings, II: Noncommutative …
A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the $\rho$-mixing and strong mixing ($\alpha$-mixing) conditions can be fairly arbitrary, within…
We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
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…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
This article studies the dynamics of a finite chain with infinite components. The equation which permits us to find the probability distribution of the chain length is constructed and analysed. This research is a continuation of paper…
Let $\mathcal{R}$ be a finite valuation ring of order $q^r$. In this paper we generalize and improve several well-known results, which were studied over finite fields $\mathbb{F}_q$ and finite cyclic rings $\mathbb{Z}/p^r\mathbb{Z}$, in the…
We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…
Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
In the present paper, as a generalization of the classical periodic rings, we explore those rings whose elements are additively generated by two (or more) periodic elements by calling them additively periodic. We prove that, in some major…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
Let $(X_t)$ be a discrete time Markov chain on a general state space. It is well-known that if $(X_t)$ is aperiodic and satisfies a drift and minorization condition, then it converges to its stationary distribution $\pi$ at an exponential…
The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…
We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
For a commutative ring R we investigate the property that the sets of minimal primes of finitely generated ideals of R is always finite. We prove this property passes to polynomial ring extensions (in an arbitrary number of variables) over…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…