Related papers: On the principal eigenvectors of random Markov mat…
We propose a novel random walk-based algorithm for unbiased estimation of arbitrary functions of a weighted adjacency matrix, coined universal graph random features (u-GRFs). This includes many of the most popular examples of kernels…
Conventionally used exponential random graphs cannot directly model weighted networks as the underlying probability space consists of simple graphs only. Since many substantively important networks are weighted, this limitation is…
We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…
We introduce a class of $M \times M$ sample covariance matrices $\mathcal Q$ which subsumes and generalizes several previous models. The associated population covariance matrix $\Sigma = \mathbb E \cal Q$ is assumed to differ from the…
Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…
We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…
A concentration graph associated with a random vector is an undirected graph where each vertex corresponds to one random variable in the vector. The absence of an edge between any pair of vertices (or variables) is equivalent to full…
In 2010, Bezuglyi, Kwiatkowski, Medynets and Solomyak [Ergodic Theory Dynam. Systems 30 (2010), no.4, 973-1007] found a complete description of the set of probability ergodic tail invariant measures on the path space of a standard…
A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…
This paper studies Markov chains on the symmetric group $S_n$ where the transition probabilities are given by the Ewens distribution with parameter $\theta>1$. The eigenvalues are identified to be proportional to the content polynomials of…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
In this paper, we consider the time averaged distribution of discrete time quantum walks on the glued trees. In order to analyse the walks on the glued trees, we consider a reduction to the walks on path graphs. Using a spectral analysis of…
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
The onset of quantum ergodicity is often quantified by the average ratio of consecutive level spacings. The reference values for ergodic quantum systems have been obtained numerically from the spectra of large but finite-dimensional random…
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider models that have nearly arbitrary population covariance…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
We consider random walks on the mapping class group that have finite first moment with respect to the word metric, whose support generates a non-elementary subgroup and contains a pseudo-Anosov map whose invariant Teichmuller geodesic is in…
We consider the following problem arising from the study of human problem solving: Let $G$ be a vertex-weighted graph with marked "in" and "out" vertices. Suppose a random walker begins at the in-vertex, steps to neighbors of vertices with…
The Novikov-Shubin invariant associated to a graph provides information about the accumulation of eigenvalues of the corresponding adjacency matrix close to the origin. For a directed graph these eigenvalues lie in the complex plane and…