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The Gibbs sampler (a.k.a. Glauber dynamics and heat-bath algorithm) is a popular Markov Chain Monte Carlo algorithm which iteratively samples from the conditional distributions of a probability measure $\pi$ of interest. Under the…

Probability · Mathematics 2026-01-21 Filippo Ascolani , Hugo Lavenant , Giacomo Zanella

We analyze the differences between the horizontal and the vertical component of the simple random walk on the 2-dimensional comb. In particular we evaluate by combinatorial methods the asymptotic behaviour of the expected value of the…

Probability · Mathematics 2007-05-23 Daniela Bertacchi

Random walk on the irreducible representations of the symmetric and general linear groups is studied. A separation distance cutoff is proved and the exact separation distance asymptotics are determined. A key tool is a method for writing…

Probability · Mathematics 2007-05-23 Jason Fulman

For a graph $G$ on $n$ vertices, naively sampling the position of a random walk of at time $t$ requires work $\Omega(t)$. We desire local access algorithms supporting $\text{position}(G,s,t)$ queries, which return the position of a random…

Data Structures and Algorithms · Computer Science 2021-02-16 Amartya Shankha Biswas , Edward Pyne , Ronitt Rubinfeld

Consider a random geometric 2-dimensional simplicial complex $X$ sampled as follows: first, sample $n$ vectors $\boldsymbol{u_1},\ldots,\boldsymbol{u_n}$ uniformly at random on $\mathbb{S}^{d-1}$; then, for each triple $i,j,k \in [n]$, add…

Combinatorics · Mathematics 2022-10-04 Siqi Liu , Sidhanth Mohanty , Tselil Schramm , Elizabeth Yang

We say a probability distribution $\mu$ is spectrally independent if an associated correlation matrix has a bounded largest eigenvalue for the distribution and all of its conditional distributions. We prove that if $\mu$ is spectrally…

Data Structures and Algorithms · Computer Science 2020-09-21 Nima Anari , Kuikui Liu , Shayan Oveis Gharan

We consider the operator associated to a random walk on finite volume surfaces with hyperbolic cusps. We study the spectral gap (upper and lower bound) associated to this operator and deduce some rate of convergence of the iterated kernel…

Spectral Theory · Mathematics 2015-05-19 Hans Christianson , Colin Guillarmou , Laurent Michel

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

Probability · Mathematics 2018-10-09 Ruojun Huang

In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…

Probability · Mathematics 2018-11-30 Raphael Forien

In this paper we consider the expansion properties and the spectrum of the combinatorial Laplace operator of a $d$-dimensional Linial-Meshulam random simplicial complex, above the cohomological connectivity threshold. We consider the…

Combinatorics · Mathematics 2020-06-18 Nikolaos Fountoulakis , Michał Przykucki

We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional…

Machine Learning · Computer Science 2012-03-06 Animashree Anandkumar , Vincent Y. F. Tan , Alan. S. Willsky

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…

Statistical Mechanics · Physics 2026-03-03 Alexander Feigel , Alexandre V. Morozov

We consider dynamical percolation on the complete graph $K_n$, where each edge refreshes its state at rate $\mu \ll 1/n$, and is then declared open with probability $p = \lambda/n$ where $\lambda > 1$. We study a random walk on this…

Probability · Mathematics 2021-02-03 Sam Olesker-Taylor , Perla Sousi

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…

Statistical Mechanics · Physics 2019-07-31 F. Le Vot , S. B. Yuste , E. Abad

We study $\mathbb Z$- and $\mathbb N$-extensions of interval maps with at most countably many full branches modelling one-dimensional random walks without and with a reflective boundary. We analyse the associated Gurevich pressure and…

Dynamical Systems · Mathematics 2026-01-12 Maik Gröger , Johannes Jaerisch , Marc Kesseböhmer

Spectral embedding of graphs uses the top k non-trivial eigenvectors of the random walk matrix to embed the graph into R^k. The primary use of this embedding has been for practical spectral clustering algorithms [SM00,NJW02]. Recently,…

Probability · Mathematics 2018-09-10 Russell Lyons , Shayan Oveis Gharan

We establish rapid mixing of the random-cluster Glauber dynamics on random $\Delta$-regular graphs for all $q\ge 1$ and $p<p_u(q,\Delta)$, where the threshold $p_u(q,\Delta)$ corresponds to a uniqueness/non-uniqueness phase transition for…

Probability · Mathematics 2021-05-05 Antonio Blanca , Reza Gheissari

We study simple random walk on the uniform spanning tree on Z^2 . We obtain estimates for the transition probabilities of the random walk, the distance of the walk from its starting point after n steps, and exit times of both Euclidean…

Probability · Mathematics 2009-12-25 Martin T. Barlow , Robert Masson