Related papers: Entropy inequalities for random walks and permutat…
A comparison technique for finite random walks on finite graphs is introduced, using the well-known interlacing method. It yields improved return probability bounds. A key feature is the incorporation of parts of the spectrum of the…
A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…
Gromov's theorem states that a finitely generated group has polynomial growth if and only if it is virtually nilpotent. A key ingredient in its proof is the small doubling property. In this work, we study entropy analogues of this property…
A general method for obtaining moment inequalities for functions of independent random variables is presented. It is a generalization of the entropy method which has been used to derive concentration inequalities for such functions…
We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023),…
We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…
We consider a random walk in a random potential on a square lattice of arbitrary dimension. The potential is a function of an ergodic environment and some steps of the walk. The potential can be unbounded, but it is subject to a moment…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…
Motivated by a derandomization of Markov chain Monte Carlo (MCMC), this paper investigates deterministic random walks, which is a deterministic process analogous to a random walk. While there are several progresses on the analysis of the…
Two general upper bounds on the topological entropy of nonlinear time-varying systems are established: one using the matrix measure of the system Jacobian, the other using the largest real part of the eigenvalues of the Jacobian matrix with…
Relative to the Gaussian measure on $\mathbb{R}^d$, entropy and Fisher information are famously related via Gross' logarithmic Sobolev inequality (LSI). These same functionals also separately satisfy convolution inequalities, as proved by…
Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…
It is common to assess the "memory strength" of a stationary process looking at how fast the normalized log-determinant of its covariance submatrices (i.e., entropy rate) decreases. In this work, we propose an alternative characterization…
We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as $\pi^{-1}\ln(t)$ in the long-time limit. We present theoretical and…
We prove a new inequality which improves on the classical Hardy inequality in the sense that a nonlinear integral quantity with super-quadratic growth, which is computed with respect to an inverse square weight, is controlled by the energy.…
We consider the model of random walk on dynamical percolation introduced by Peres, Stauffer and Steif (2015). We obtain comparison results for this model for hitting and mixing times and for the spectral-gap and log-Sobolev constant with…
A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…
We introduce a random walk in random environment associated to an underlying directed polymer model in $1+1$ dimensions. This walk is the positive temperature counterpart of the competition interface of percolation and arises as the limit…
We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of…