Related papers: Limit Profiles for Reversible Markov Chains
We numerically solve a discretized model of Levy random walks on a finite one-dimensional domain in the presence of sources and with a reflection coefficient $r$. At the domain boundaries, the steady-state density profile is non-analytic.…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
Consider a closed surface $M$ with negative Euler characteristic, and an admissible probability measure on the fundamental group of $M$ with finite first moment. Corresponding to each point in the Teichm\"uller space of $M$, there is an…
We prove sharp rates of convergence to the Ewens equilibrium distribution for a family of Metropolis algorithms based on the random transposition shuffle on the symmetric group, with starting point at the identity. The proofs rely heavily…
Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal distribution, based on a walk moving locally in one of a…
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…
We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and…
Correcting for skewness can result in more accurate tail probability approximations in the central limit theorem for sums of independent random variables. In this paper, we extend the theory to sums of local statistics of independent random…
Finite symmetric groups $S_n$ are essential in fields such as combinatorics, physics, and chemistry. However, learning a probability distribution over $S_n$ poses significant challenges due to its intractable size and discrete nature. In…
The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of…
Given a finitely generated amenable group $H$ satisfying some mild assumptions, we relate isoperimetric profiles of the lampshuffler group $\mathsf{Shuffler}(H)=\mathsf{FSym}(H)\rtimes H$ to those of $H$. Our results are sharp for all…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…
Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…
We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective medium approximation (EMA) to find the disorder averaged (coarse-grained) dynamics. The EMA procedure…
We look at geometric limits of large random non-uniform permutations. We mainly consider two theories for limits of permutations: permuton limits, introduced by Hoppen, Kohayakawa, Moreira, Rath, and Sampaio to define a notion of scaling…
In the cyclic-to-random shuffle, we are given n cards arranged in a circle. At step k, we exchange the k'th card along the circle with a uniformly chosen random card. The problem of determining the mixing time of the cyclic-to-random…
Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…