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We obtain a recurrence relation in $d$ for the average singular value $% \alpha (d)$ of a complex valued $d\times d$\ matrix $\frac{1}{\sqrt{d}}X$ with random i.i.d., N( 0,1) entries, and use it to show that $\alpha (d)$ decreases…

Probability · Mathematics 2023-03-08 Luís Daniel Abreu

For all $1\leq m\leq n-1$, we investigate the interaction of locally finite measures in $\mathbb{R}^n$ with the family of $m$-dimensional Lipschitz graphs. For instance, we characterize Radon measures $\mu$, which are carried by Lipschitz…

Classical Analysis and ODEs · Mathematics 2021-03-03 Matthew Badger , Lisa Naples

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

Probability · Mathematics 2010-03-05 Bahar Kaynar , Arno Berger , Theodore P. Hill , Ad Ridder

The statistical behaviour of a product of independent, identically distributed random matrices in $\text{SL}(2,{\mathbb R})$ is encoded in the generalised Lyapunov exponent $\Lambda$; this is a function whose value at the complex number $2…

Mathematical Physics · Physics 2019-11-04 Alain Comtet , Christophe Texier , Yves Tourigny

We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…

Probability · Mathematics 2013-12-19 Nikola Sandrić

We show the following. \begin{theorem} Let $M$ be an finite-state ergodic time-reversible Markov chain with transition matrix $P$ and conductance $\phi$. Let $\lambda \in (0,1)$ be an eigenvalue of $P$. Then, $$\phi^2 + \lambda^2 \leq 1$$…

Discrete Mathematics · Computer Science 2010-09-10 Girish Varma

We consider Markov chains that obey the following general non-linear state space model: $\Phi_{k+1} = F(\Phi_k, \alpha(\Phi_k, U_{k+1}))$ where the function $F$ is $C^1$ while $\alpha$ is typically discontinuous and $\{U_k: k \in…

Probability · Mathematics 2019-02-07 Alexandre Chotard , Anne Auger

This paper is concerned with various fine properties of the functional \[ \mathbb{D}(A) = \int_{\mathbb{T}^n}{\text{det}}^\frac{1}{n-1}(A(x))\,dx \] introduced in [33]. This functional is defined on $X_p$, which is the cone of matrix fields…

Analysis of PDEs · Mathematics 2023-05-23 Luigi De Rosa , Riccardo Tione

We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt…

Probability · Mathematics 2022-01-21 Haesung Lee , Gerald Trutnau

We consider a real random walk S_n = X_1 + ... + X_n attracted (without centering) to the normal law: this means that for a suitable norming sequence a_n we have the weak convergence S_n / a_n --> f(x) dx, where f(x) is the standard normal…

Probability · Mathematics 2007-05-23 Francesco Caravenna

We study the one-dimensional expanding Lorenz maps and show the existence of dense subset D of Lorens maps such that each f in D has an uncountable set of ergodic invariant probabilities with infinite Lyapunov exponent and positive entropy.…

Dynamical Systems · Mathematics 2022-04-05 Fabiola Pedreira , Vilton Pinheiro

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…

Dynamical Systems · Mathematics 2025-07-18 Pablo G. Barrientos , Dominique Malicet , Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

We consider the continuum limit of some products of random matrices in $\text{SL}(d,{\mathbb R})$ that arise as discretisations of incompressible renewing flows -- that is, of flows corresponding to a divergence-free velocity field that…

Mathematical Physics · Physics 2026-04-03 Yves Tourigny

In this paper we study reconstruction of a function $f$ from its discrete Radon transform data in $\mathbb R^3$ when $f$ has jump discontinuities. Consider a conventional parametrization of the Radon data in terms of the affine and angular…

Numerical Analysis · Mathematics 2019-03-21 Alexander Katsevich

Let $E$ be a finite set, $\{F^i\}_{i \in E}$ a family of vector fields on $\mathbb{R}^d$ leaving positively invariant a compact set $M$ and having a common zero $p \in M.$ We consider a piecewise deterministic Markov process $(X,I)$ on $M…

Probability · Mathematics 2018-07-03 Michel Benaïm , Edouard Strickler

The Lyapunov exponent corresponding to a set of square matrices $\mathcal{A} = \{A_1, \dots, A_n \}$ and a probability distribution $p$ over $\{1, \dots, n\}$ is $\lambda(\mathcal{A},p) := \lim_{k \to \infty} \frac{1}{k} \,\mathbb{E} \log…

Optimization and Control · Mathematics 2020-06-30 Jason M. Altschuler , Pablo A. Parrilo

Let $T_1, T_2$ be regular trees of degrees $d_1, d_2 \geq 3$. Let also $\Gamma \leq \mathrm{Aut}(T_1) \times \mathrm{Aut}(T_2)$ be a group acting freely and transitively on $VT_1 \times VT_2$. For $i=1$ and $2$, assume that the local action…

Group Theory · Mathematics 2021-09-14 Pierre-Emmanuel Caprace

We consider a uniformly rectifiable set $\Gamma \subset \mathbb R^n$ of dimension $d<n-1$. By using degenerate elliptic operators on the complement $\Omega = \mathbb R^n \setminus \Gamma$, Guy David, Svitlana Mayboroda, and the author…

Analysis of PDEs · Mathematics 2022-07-26 Joseph Feneuil

In this paper, we propose a new Markov chain which generalizes random-to-random shuffling on permutations to random-to-random shuffling on linear extensions of a finite poset of size $n$. We conjecture that the second largest eigenvalue of…

Probability · Mathematics 2017-03-01 Arvind Ayyer , Anne Schilling , Nicolas M. Thiéry

Bassino et al. (arXiv:1907.08517) have shown that uniform random co-graphs (graphs without induced $P_4$) of size $n$ converge to a certain non-deterministic graphon. The edge-density of this graphon is a random variable $\Lambda \in [0,1]$…

Combinatorics · Mathematics 2023-06-14 Guillaume Chapuy