English
Related papers

Related papers: On the principal eigenvectors of random Markov mat…

200 papers

We study a continuous-time random walk, $X$, on $\mathbb{Z}^d$ in an environment of dynamic random conductances taking values in $(0, \infty)$. We assume that the law of the conductances is ergodic with respect to space-time shifts. We…

Probability · Mathematics 2019-05-31 Sebastian Andres , Alberto Chiarini , Jean-Dominique Deuschel , Martin Slowik

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Statistical Mechanics · Physics 2015-06-24 M. Bauer , O. Golinelli

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

Probability · Mathematics 2012-03-19 Florent Benaych-Georges , Raj Rao Nadakuditi

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

Probability · Mathematics 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

Rank 1 inhomogeneous random graphs are a natural generalization of Erd\H{o}s R\'enyi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of…

Probability · Mathematics 2021-07-28 Othmane Safsafi

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles

In this paper we study the impact of random exponential edge weights on the distances in a random graph and, in particular, on its diameter. Our main result consists of a precise asymptotic expression for the maximal weight of the shortest…

Probability · Mathematics 2015-04-17 Hamed Amini , Marc Lelarge

The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…

Computational Physics · Physics 2025-10-20 Luke P. Filippini , Adrianne L. Jenner , Elliot J. Carr

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

Probability · Mathematics 2007-05-23 Jianjun Tian , Xiao-Song Lin

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

Probability · Mathematics 2015-10-29 Thomas Kriecherbauer , Kristina Schubert

We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non-existence of moments for first-passage and last-exit times. In our…

Probability · Mathematics 2012-08-03 Ostap Hryniv , Iain M. MacPhee , Mikhail V. Menshikov , Andrew R. Wade

In this paper we study the Total Variation Flow (TVF) in metric random walk spaces, which unifies into a broad framework the TVF on locally finite weighted connected graphs, the TVF determined by finite Markov chains and some nonlocal…

Analysis of PDEs · Mathematics 2020-02-11 J. M. Mazon , M. Solera , J. Toledo

We focus on the study of dynamics of two kinds of random walk: generic random walk (GRW) and maximal entropy random walk (MERW) on two model networks: Cayley trees and ladder graphs. The stationary probability distribution for MERW is given…

Statistical Mechanics · Physics 2012-06-01 Jeremi K. Ochab

We study the distributed consensus of state vectors in a discrete-time multi-agent network with matrix edge weights using stochastic matrix convergence theory. We present a distributed asynchronous time update model wherein one randomly…

Systems and Control · Electrical Eng. & Systems 2025-08-05 P Raghavendra Rao , Pooja Vyavahare

This thesis examines edge-reinforced random walks with some modifications to the standard definition. An overview of known results relating to the standard model is given and the proof of recurrence for the standard linearly edge-reinforced…

Probability · Mathematics 2023-09-07 Fabian Michel

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

We consider growing random recursive trees in random environment, in which at each step a new vertex is attached (by an edge of a random length) to an existing tree vertex according to a probability distribution that assigns the tree…

Probability · Mathematics 2007-05-23 Konstantin Borovkov , Vladimir Vatutin

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…

Physics and Society · Physics 2018-11-28 Julien Petit , Martin Gueuning , Timoteo Carletti , Ben Lauwens , Renaud Lambiotte

We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with…

Probability · Mathematics 2026-01-26 Jonas Arista , Elia Bisi , Neil O'Connell