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In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…

Statistical Finance · Quantitative Finance 2008-12-02 Alessandro De Gregorio , Stefano Maria Iacus

A group is said to be bounded if it has a finite diameter with respect to any bi-invariant metric. In the present paper we discuss boundedness of various groups of diffeomorphisms.

Group Theory · Mathematics 2011-02-01 D. Burago , S. Ivanov , L. Polterovich

The commutativity degree of a finite group is the probability that two randomly chosen group elements commute. The main object of this paper is to obtain a characterization for all finite groups of odd order with commutativity degree…

Group Theory · Mathematics 2011-04-01 Ashish Kumar Das , Rajat Kanti Nath

In this paper it is proved that relative hyperbolicity is an invariant of quasi-isometry. As a byproduct of the arguments, simplified definitions of relative hyperbolicity are obtained. In particular we obtain a new definition very similar…

Group Theory · Mathematics 2007-05-23 Cornelia Drutu

We introduce asymptotic R\'enyi entropies as a parameterized family of invariants for random walks on groups. These invariants interpolate between various well-studied properties of the random walk, including the growth rate of the group,…

Probability · Mathematics 2024-06-11 Kimberly Golubeva , Minghao Pan , Omer Tamuz

We revisit a simple model class for machine learning on graphs, where a random walk on a graph produces a machine-readable record, and this record is processed by a deep neural network to directly make vertex-level or graph-level…

Machine Learning · Computer Science 2025-03-06 Jinwoo Kim , Olga Zaghen , Ayhan Suleymanzade , Youngmin Ryou , Seunghoon Hong

In this note, we compute the probability that a two-dimensional symmetric random walk visits more vertices than expected, for deviations on scales between the mean behavior and linear growth.

Probability · Mathematics 2026-02-26 Serguei Popov , Quirin Vogel

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

We prove Gaussian concentration inequalities for maximal displacement of compactly supported random walks on a compactly generated locally compact group with polynomial growth. Concentration inequalities with different exponents hold for…

Probability · Mathematics 2026-01-28 Jérémie Brieussel , Romain Tessera , Tianyi Zheng

We describe random walk boundaries (in particular, the Poisson--Furstenberg, or PF-boundary) for a vast family of groups in terms of the hyperbolic boundary of a special free subgroup. We prove that almost all trajectories of the random…

Geometric Topology · Mathematics 2008-09-15 A. V. Malyutin , A. M. Vershik

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…

Dynamical Systems · Mathematics 2025-05-30 Cecilia González-Tokman , Joshua Peters

We introduce a new model of random Artin groups. The two variables we consider are the rank of the Artin groups and the set of permitted coefficients of their defining graphs. The heart of our model is to control the speed at which we make…

Group Theory · Mathematics 2025-07-02 Antoine Goldsborough , Nicolas Vaskou

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Probability · Mathematics 2016-09-27 Youri Davydov , Valentin Konakov

An invariant random subgroup of the countable group {\Gamma} is a random subgroup of {\Gamma} whose distribution is invariant under conjugation by all elements of {\Gamma}. We prove that for a nonamenable invariant random subgroup H, the…

Group Theory · Mathematics 2015-01-14 Miklos Abert , Yair Glasner , Balint Virag

The point of view of the particle is an approach that has proven very powerful in the study of many models of random motions in random media. We provide a new use of this approach to prove the law of large numbers in the case of one or…

Probability · Mathematics 2007-05-23 Firas Rassoul-Agha

We prove that a homomorphism between free groups of finite rank equipped with the bi-invariant word metrics is a quasi-isometry if and only if it is an isomorphism.

Group Theory · Mathematics 2024-12-24 Jarek Kędra , Assaf Libman

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

Probability · Mathematics 2017-08-31 Xinwei Bai , Jasper Goseling