Related papers: Affinity-dependent bound on the spectrum of stocha…
The spectrum of the non-backtracking matrix plays a crucial role in determining various structural and dynamical properties of networked systems, ranging from the threshold in bond percolation and non-recurrent epidemic processes, to…
Reflecting boundary conditions cause two one-dimensional random walks to synchronize if a common direction is chosen in each step. The mean synchronization time and its standard deviation are calculated analytically. Both quantities are…
The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…
Nonlinear Markov Chains (nMC) are regarded as the original (linear) Markov Chains with nonlinear small perturbations. It fits real-world data better, but its associated properties are difficult to describe. A new approach is proposed to…
A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…
Disordered mechanical systems with high connectivity represent a limit opposite to the more familiar case of disordered crystals. Individual ions in a crystal are subjected essentially to nearest-neighbor interactions. In contrast, the…
We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…
We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…
The eigenvalue spectrum of the adjacency matrix of a network is closely related to the behavior of many dynamical processes run over the network. In the field of robotics, this spectrum has important implications in many problems that…
In this paper, the question of expected time to convergence is addressed for unbiased quantized consensus on undirected connected graphs, and some strong results are obtained. The paper first provides a tight expression for the expected…
Completing a strategy of Gou\"ezel and Lalley, we prove a local limit theorem for the random walk generated by any symmetric finitely supported probability measure on a non-elementary Gromov-hyperbolic group: denoting by $R$ the inverse of…
By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
We investigate the Martin boundary of the space-time Markov chain associated to a finitely supported random walk $(\Gamma, \mu)$ with spectral radius $\rho$ and relate it to several classical compactifications of $\Gamma$. Assuming the…
Algorithms for decentralized optimization and learning rely on local optimization steps coupled with combination steps over a graph. Recent works have demonstrated that using a time-varying sequence of matrices that achieves finite-time…
There have been several spectral bounds for the percolation transition in networks, using spectrum of matrices associated with the network such as the adjacency matrix and the non-backtracking matrix. However they are far from being tight…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…
We study in-network computation on general network topologies. Specifically, we are given the description of a function, and a network with distinct nodes at which the operands of the function are made available, and a designated sink where…
Local bifurcation analysis plays a central role in understanding qualitative transitions in networked nonlinear dynamical systems, including dynamic neural network and opinion dynamics models. In this article we establish explicit bounds of…