Related papers: Affinity-dependent bound on the spectrum of stocha…
We study collective synchronization of pulse-coupled oscillators interacting on asymmetric random networks. We demonstrate that random matrix theory can be used to accurately predict the speed of synchronization in such networks in…
We study trace theoretic concurrent systems. This setting encompasses safe (1-bounded) Petri nets. We introduce a notion of irreducible concurrent system and we prove the equivalence between irreducibility and a "spectral property". The…
For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…
This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…
We consider biased random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. Axelsson-Fisk and H\"aggstr\"om established for this model a phase transition for the asymptotic linear speed…
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…
We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…
This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…
We obtain non-Gaussian limit laws for one-dimensional random walk in a random environment assuming that the environment is a function of a stationary Markov process. This is an extension of the work of Kesten, M. Kozlov and Spitzer for…
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
Convergence rate analyses of random walk Metropolis-Hastings Markov chains on general state spaces have largely focused on establishing sufficient conditions for geometric ergodicity or on analysis of mixing times. Geometric ergodicity is a…
The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…
We consider a set of probability measures on a finite event space $\Omega$. The mutual affinity is introduced in terms of the spectrum of the associated Gram matrix. We show that, for randomly chosen measures, the empirical eigenvalue…
In this paper, we propose several models, which can realize synchronization of complex networks in finite time effectively. The results apply to heterogeneous dynamic networks, too. The mechanism of finite time convergence is revealed.…
The spectral gap $\gamma$ of an 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 a fixed…
We consider bond percolation on the square lattice with perfectly correlated random probabilities. According to scaling considerations, mapping to a random walk problem and the results of Monte Carlo simulations the critical behavior of the…
This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These formulae appear in a wide variety of applications including…