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The main aim of the present set of notes is to give new, short and essentially self-contained proofs of some classical, as well as more recent, results about random walks on groups. For instance, we shall see that the drift characterization…

Dynamical Systems · Mathematics 2014-07-08 Michael Björklund

We propose the study of Markov chains on groups as a "quasi-isometry invariant" theory that encompasses random walks. In particular, we focus on certain classes of groups acting on hyperbolic spaces including (non-elementary) hyperbolic and…

Group Theory · Mathematics 2022-11-24 Antoine Goldsborough , Alessandro Sisto

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

Probability · Mathematics 2017-11-09 Michel Benaïm , Florian Bouguet , Bertrand Cloez

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…

Probability · Mathematics 2020-06-17 Alexander I. Zhdanok

A number of papers have examined various aspects of "random random" walks on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss some of the arguments and results in this…

Probability · Mathematics 2007-05-23 Martin Hildebrand

In random walk theory, it is customary to assume that a given walk is irreducible and/or aperiodic. While these prevailing assumptions make particularly tractable the analysis of random walks and help to highlight their diffusive nature,…

Probability · Mathematics 2025-07-02 Evan Randles , Yutong Yan

Random walks on graphs are a fundamental concept in graph theory and play a crucial role in solving a wide range of theoretical and applied problems in discrete math, probability, theoretical computer science, network science, and machine…

Spectral Theory · Mathematics 2023-11-21 Marzieh Eidi , Sayan Mukherjee

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet

Ergodicity is a fundamental issue for a stochastic process. In this paper, we refine results on ergodicity for a general type of Markov chain to a specific type or the $GI/G/1$-type Markov chain, which has many interesting and important…

Probability · Mathematics 2012-08-28 YongHua Mao , Yongming Tai , Yiqiang Q. Zhao , Jiezhong Zou

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…

Probability · Mathematics 2024-08-14 Nikita Lvov

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We…

Probability · Mathematics 2019-05-31 Sebastian Andres , Alberto Chiarini , Jean-Dominique Deuschel , Martin Slowik

The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…

Quantum Physics · Physics 2022-07-08 Ramis Movassagh , Jeffrey Schenker

Let $G$ be a real Lie group, $\Lambda\leq G$ a lattice, and $\Omega=G/\Lambda$. We study the equidistribution properties of the left random walk on $\Omega$ induced by a probability measure $\mu$ on $G$. It is assumed that $\mu$ has a…

Dynamical Systems · Mathematics 2022-05-26 Timothée Bénard , Nicolas de Saxcé

We investigate the asymptotic stability and ergodic properties of quantum trajectories under imperfect measurement, extending previous results established for the ideal case of perfect measurement. We establish a necessary and sufficient…

Mathematical Physics · Physics 2026-01-06 Nina H. Amini , Tristan Benoist , Maël Bompais , Clément Pellegrini

To quantify the randomness of Markov trajectories with fixed initial and final states, Ekroot and Cover proposed a closed-form expression for the entropy of trajectories of an irreducible finite state Markov chain. Numerous applications,…

Information Theory · Computer Science 2016-11-18 Mohamed Kafsi , Matthias Grossglauser , Patrick Thiran

For a quantum-mechanical counting process we show ergodicity, under the condition that the underlying open quantum system approaches equilibrium in the time mean. This implies equality of time average and ensemble average for correlation…

Quantum Physics · Physics 2007-05-23 Burkhard Kuemmerer , Hans Maassen

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj
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