Related papers: Spectral norm bounds for block Markov chain random…

Let $M_n$ denote a random symmetric $n \times n$ matrix whose upper diagonal entries are independent and identically distributed Bernoulli random variables (which take values $1$ and $-1$ with probability $1/2$ each). It is widely…

Let $(X_n)_{n\ge 0}$ be an irreducible, aperiodic, and homogeneous binary Markov chain and let $LI_n$ be the length of the longest (weakly) increasing subsequence of $(X_k)_{1\le k \le n}$. Using combinatorial constructions and weak…

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

In the present paper we show that for any given digraph $\mathbb{G} =([n], \vec{E})$, i.e. an oriented graph without self-loops and 2-cycles, one can construct a 1-dependent Markov chain and $n$ identically distributed hitting times $T_1,…

We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

We consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

Let $(X_n)_{n\geq 0}$ be a Markov chain with values in a finite state space $\mathbb X$ starting at $X_0=x \in \mathbb X$ and let $f$ be a real function defined on $\mathbb X$. Set $S_n=\sum_{k=1}^{n} f(X_k)$, $n\geqslant 1$. For any $y \in…

We consider the simple exclusion process with $k$ particles on a segment of length $N$ performing random walks with transition $p>1/2$ to the right and $q=1-p$ to the left. We focus on the case where the asymmetry in the jump rates…

If the edges of the complete graph $K_n$ are totally ordered, a simple path whose edges are in ascending order is called increasing. The worst-case length of the longest increasing path has remained an open problem for several decades, with…

Let ${X}_{k}=(x_{k1}, \cdots, x_{kp})', k=1,\cdots,n$, be a random sample of size $n$ coming from a $p$-dimensional population. For a fixed integer $m\geq 2$, consider a hypercubic random tensor $\mathbf{{T}}$ of $m$-th order and rank $n$…

Extremal spacings between eigenvalues of random unitary matrices of size N pertaining to circular ensembles are investigated. Explicit probability distributions for the minimal spacing for various ensembles are derived for N = 4. We study…

We introduce a non-equilibrium discrete-time random walk model on multiplex networks, in which at each time step the walker first undergoes a random jump between neighboring nodes in the same layer, and then tries to hop from one node to…

We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory…

We study quantum trajectories of collective atomic spin states of $N$ effective two-level atoms driven with laser and cavity fields. We show that interesting ``entangled-state cycles'' arise probabilistically when the (Raman) transition…

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Given a permutation sigma of the integers {-n,-n+1,...,n} we consider the Markov chain X_{sigma}, which jumps from k to sigma (k\pm 1) equally likely if k\neq -n,n. We prove that the expected hitting time of {-n,n} starting from any point…

We show that the spectral gap of a random walk on the domain of normal attraction of an $\alpha$-stable law is of order $\mathcal O(n^{\alpha})$ when restricted to boxes of size $n$. The proof is based on a comparison principle that may be…

What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…