Related papers: Random motion on finite rings, II: Noncommutative …

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

We quantize graphs (networks) which consist of a finite number of bonds and vertices. We show that the spectral statistics of fully connected graphs is well reproduced by random matrix theory. We also define a classical phase space for the…

Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…

The book is devoted to investigation of arithmetic of the matrix rings over certain classes of commutative finitely generated principal ideals domains. We mainly concentrate on constructing of the matrix factorization theory. We reveal a…

The general linear group acts on $m$-tuples of $N\times N$ matrices by simultaneous conjugation. Quantum deformations of the corresponding rings of invariants and the so-called trace rings are investigated.

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

Establishing cutoff, an abrupt transition from "not mixed" to "well mixed", is a classical topic in the theory of mixing times for Markov chains. Interest has grown recently in determining not only the existence of cutoff and the order of…

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

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…

We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of $n$ vertices and a Markov chain with a drift is introduced, we get mixing time of…

In this paper, we introduce and study two new classes of commutative rings, namely semi transitional rings and transitional rings, which extend several classical ideas arising from rings of continuous functions and their variants. A general…

Let $M$ be a random matrix chosen according to Haar measure from the unitary group $\mathrm{U}(n,\mathbb{C})$. Diaconis and Shahshahani proved that the traces of $M,M^2,\ldots,M^k$ converge in distribution to independent normal variables as…

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

For two lacunary sequences $(M_{n,1})_{n\geq 2},(M_{n,2})_{n\geq 0}$ and suitable functions $f$ we introduce random matrix ensembles with \begin{equation*} X_{n,n'}=f(M_{n+n',1}x_1,M_{|n-n'|,2}x_2). \end{equation*} We prove weak convergence…

First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…

Random matrix theory of the transition strengths is applied to transport in the strongly localized regime. The crossover distribution function between the different ensembles is derived and used to predict quantitatively the {\sl universal}…

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

We survey results on factorizations of non zero-divisors into atoms (irreducible elements) in noncommutative rings. The point of view in this survey is motivated by the commutative theory of non-unique factorizations. Topics covered include…

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…