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We establish upper bounds for the spectral gap of the stochastic Ising model at low temperature in an N-by-N box, with boundary conditions which are ``plus'' except for small regions at the corners which are either free or ``minus.'' The…

Probability · Mathematics 2007-05-23 Kenneth S. Alexander

Consider a centred random walk in dimension one with a positive finite variance $\sigma^2$, and let $\tau_B$ be the hitting time for a bounded Borel set $B$ with a non-empty interior. We prove the asymptotic $P_x(\tau_B > n) \sim \sqrt{2 /…

Probability · Mathematics 2014-01-30 Vladislav Vysotsky

Let $\log^Cn\le d\le n/2$ for a sufficiently large constant $C>0$ and let $A_n$ denote the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices. We prove that as $n$ tends to infinity, the empirical spectral…

Probability · Mathematics 2017-08-09 Nicholas A. Cook

Let $A$ be a square random matrix of size $n$, with mean zero, independent but not identically distributed entries, with variance profile $S$. When entries are i.i.d. with unit variance, the spectral radius of $n^{-1/2}A$ converges to $1$…

Probability · Mathematics 2025-08-08 Yi Han

The spectral gap is estimated for measure-valued diffusion processes induced by the intrinsic/extrinsic derivatives on the space of finite measures over a Riemannian manifold. This provides explicit exponential convergence rate for these…

Probability · Mathematics 2019-10-29 Panpan Ren , Feng-Yu Wang

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…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

Let us consider the continuous-time random walk on $G\wr S_n$, the complete monomial group of degree $n$ over a finite group $G$, as follows: An element in $G\wr S_n$ can be multiplied (left or right) by an element of the form…

Probability · Mathematics 2023-09-22 Subhajit Ghosh

We consider a random walk X_n in non-i.i.d. environment and show that the ratio of log X_n to log n converges in probability to a positive constant.

Probability · Mathematics 2007-05-23 Alexander Roitershtein

A random walk in a sparse random environment is a model introduced by Matzavinos et al. [Electron. J. Probab. 21, paper no. 72: 2016] as a generalization of both a simple symmetric random walk and a classical random walk in a random…

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

Probability · Mathematics 2024-02-20 Istvan Berkes , Bence Borda

A key quantity that occurs in the error analysis of several numerical methods for eigenvalue problems is the distance between the eigenvalue of interest and the next nearest eigenvalue. When we are interested in the smallest or fundamental…

Numerical Analysis · Mathematics 2024-12-20 Alexander D. Gilbert , Ivan G. Graham , Robert Scheichl , Ian H. Sloan

This paper studies the spectrum of a multi-dimensional split-step quantum walk with a defect that cannot be analysed in the previous papers. To this end, we have developed a new technique which allow us to use a spectral mapping theorem for…

Mathematical Physics · Physics 2020-08-21 Toru Fuda , Akihiro Narimatsu , Kei Saito , Akito Suzuki

Let $(X_n)_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n = \sum_{k=1}^n f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\tau_y$ the first time at which $y+S_n$ becomes non-positive. Assuming that the…

Probability · Mathematics 2025-12-19 Yunfan Zhao , Xiaojing Chen

We observe returns of a simple random walk on a finite graph to a fixed node, and would like to infer properties of the graph, in particular properties of the spectrum of the transition matrix. This is not possible in general, but at least…

Probability · Mathematics 2007-05-23 Itai Benjamini , Gady Kozma , Laszlo Lovasz , Dan Romik , Gabor Tardos

We present a spectral analysis for matrix scaling and operator scaling. We prove that if the input matrix or operator has a spectral gap, then a natural gradient flow has linear convergence. This implies that a simple gradient descent…

Data Structures and Algorithms · Computer Science 2019-04-09 Tsz Chiu Kwok , Lap Chi Lau , Akshay Ramachandran

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

We consider a random walk on a second countable locally compact topological space endowed with an invariant Radon measure. We show that if the walk is symmetric and if every subset which is invariant by the walk has zero or infinite…

Dynamical Systems · Mathematics 2022-10-18 Timothée Bénard

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

We establish some limit theorems for one-dimensional elephant random walk, including Berry-Esseen bounds, Cram\'{e}r moderate deviations and local limit theorems. These limit theorems can be regarded as refinements of the central limit…

Probability · Mathematics 2023-10-03 Xiequan Fan , Haijuan Hu , Xiaohui Ma
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