Related papers: Ratio limits and Martin boundary
In this paper we establish a version of the Margulis Roblin equidistribution theorem's for harmonic measures. As a consequence a von Neumann type theorem is obtained for boundary actions and the irreducibility of the associated…
We consider the Markov operator P_phi on a discrete quantum group given by convolution with a q-tracial state phi. In the study of harmonic elements x, P_phi(x)=x, we define the Martin boundary A_phi. It is a separable C*-algebra carrying…
We study Riemannian manifolds $(M^n,g)$ with mean-convex boundary whose Ricci curvature is nonnegative in a spectral sense. Our first main result is a sharp spectral extension of a rigidity theorem by Kasue: we prove that under the…
The entropy, the spectral radius and the drift are important numerical quantities associated to random walks on countable groups. We prove sharp inequalities relating those quantities for walks with a finite second moment, improving upon…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
The radial probability measures on $R^p$ are in a one-to-one correspondence with probability measures on $[0,\infty[$ by taking images of measures w.r.t. the Euclidean norm mapping. For fixed $\nu\in M^1([0,\infty[)$ and each dimension p,…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
We prove explicit, i.e. non-asymptotic, error bounds for Markov chain Monte Carlo methods. The problem is to compute the expectation of a function f with respect to a measure {\pi}. Different convergence properties of Markov chains imply…
We give an effective bound of the joint spectral radius $\rho(\Sigma)$ for a finite set $\Sigma$ of nonnegative matrices: For every $n$, \[ \sqrt[n]{\left(\frac{V}{UD}\right)^{D} \max_C \max_{i,j\in C} \max_{A_1,\dots,A_n\in\Sigma}(A_1\dots…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
We discuss spectral properties of an periodic quantum graph consisting of an array of rings coupled either tightly or loosely through connecting links, assuming that the vertex coupling is manifestly non-invariant with respect to the time…
We consider the two-dimensional simple random walk conditioned on never hitting the origin. This process is a Markov chain, namely it is the Doob $h$-transform of the simple random walk with respect to the potential kernel. It is known to…
For a manifold with nonpositive curvature, the Martin boundary is described by the behavior of normalized Green's functions at infinity. A classical result by Anderson and Schoen states that if the manifold has pinched negative curvature,…
The aim of this paper is to develop a general theory for the class of skip-free Markov chains on denumerable state space. This encompasses their potential theory via an explicit characterization of their potential kernel expressed in terms…
Ratio limit theorems for random walks on (various) groups are known. We obtain a generalization of this type of ratio limit for deterministic walks on certain groups driven by Gibbs Markov maps. In terms of proofs, the main difficulty comes…
In this paper the relations between independence preserving (IP) involutions and reversible Markov kernels are investigated. We introduce an involutive augmentation H = (f, g_f) of a measurable function f and relate the IP property of H to…
We show that for a uniformly irreducible random walk on a graph, with bounded range, there is a Floyd function for which the random walk converges to its corresponding Floyd boundary. Moreover if we add the assumptions, $p^{(n)}(v,w)\leq C…
There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…
The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…
In this paper, we obtain the sharp upper and lower bounds for the spectral radius of a nonnegative irreducible matrix. We also apply these bounds to various matrices associated with a graph or a digraph, obtain some new results or known…