Related papers: Spectral norm bounds for block Markov chain random…
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…
We establish Chernoff-type bounds for the largest eigenvalue of sums of Hermitian random matrices generated by a time-inhomogeneous Markov chain. Our primary regime assumes a compact state space and contractivity of each Markov kernel in…
A hidden Markov model (HMM) is said to have path-mergeable states if for any two states i,j there exists a word w and state k such that it is possible to transition from both i and j to k while emitting w. We show that for a finite HMM with…
Consider a subcritical branching random walk $\{Z_k\}_{k\geq 0}$ with offspring distribution $\{p_k\}_{k\geq 0}$ and step size $X$. Let $M_n$ denote the rightmost position reached by $\{Z_k\}_{k\geq 0}$ up to generation $n$, and define $M…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…
We consider the extreme value statistics of centrally-biased random walks with asymptotically-zero drift in the ergodic regime. We fully characterize the asymptotic distribution of the maximum for this class of Markov chains lacking…
We consider the asymptotic behavior as $n\to\infty$ of the spectra of random matrices of the form \[\frac{1}{\sqrt{n-1}}\sum_{k=1}^{n-1}Z_{nk}\rho_n ((k,k+1)),\] where for each $n$ the random variables $Z_{nk}$ are i.i.d. standard Gaussian…
We study the worst-case communication complexity of distributed algorithms computing a path problem based on stationary distributions of random walks in a network $G$ with the caveat that $G$ is also the communication network. The problem…
We consider a random walk on $\Z$ that branches at the origin only. In the supercritical regime we establish a law of large number for the maximal position $M_n$. Then we determine all possible limiting law for the sequence $M_n -\alpha n$…
Let $\{Y_i\}_{i=1}^{\infty}$ be a stationary reversible Markov chain with state space $[N]$, let $(X, \| \cdot \|)$ be a real-valued Banach space and let $f_1, \ldots, f_n: [N] \rightarrow X$ be functions with mean $0$ such that $\|f_i(v)\|…
We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full rank and that the density functions of the emission…
Let $G$ be a group with a non-elementary action on a proper CAT(0) space $X$, and let $\mu$ be a measure on $G$ such that the random walk $(Z_n)_n$ generated by $\mu$ has finite second moment on $X$. Let $o$ be a basepoint in $X$, and…
We consider random walk $(X_n)_{n\geq0}$ on $\mathbb{Z}^d$ in a space--time product environment $\omega\in\Omega$. We take the point of view of the particle and focus on the environment Markov chain $(T_{n,X_n}\omega)_{n\geq0}$ where $T$…
Given a super-critical branching random walk on $\mathbb R$ started from the origin, let $M_n$ be the maximal position of individuals at the $n$-th generation. Under some mild conditions, it is known from \cite{A13} that as…
It was recently conjectured by Fyodorov, Hiary and Keating that the maximum of the characteristic polynomial on the unit circle of a $N\times N$ random unitary matrix sampled from the Haar measure grows like $CN/(\log N)^{3/4}$ for some…
Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…
Consider a centred random walk in dimension one with a positive finite variance $\sigma^2$, and let $\tau_B$ be the hitting time for a bounded Borel set $B$ with a non-empty interior. We prove the asymptotic $P_x(\tau_B > n) \sim \sqrt{2 /…
We study the problem of reaching agreement in a synchronous distributed system by $n$ autonomous parties, when the communication links from/to faulty parties can omit messages. The faulty parties are selected and controlled by an adaptive,…
We study a large class of reversible Markov chains with discrete state space and transition matrix $P_N$. We define the notion of a set of {\it metastable points} as a subset of the state space $\G_N$ such that (i) this set is reached from…