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We prove sharp bounds on the probability that the simple random walk on a vertex-transitive graph escapes the ball of radius $r$ before returning to its starting point. In particular, this shows that if the ball of radius $r$ has size…

Probability · Mathematics 2024-07-02 Romain Tessera , Matthew Tointon

Beginning with the Bell theorem, cyclic systems of dichotomous random variables have been the object of many foundational findings in quantum mechanics. Here, we ask the question: if one chooses a cyclic system "at random" (uniformly within…

Quantum Physics · Physics 2021-04-14 Ehtibar N. Dzhafarov , Janne V. Kujala , Víctor H. Cervantes

We construct a finite spin-1/2 chain model (quantum domino) interacting with a Fermi field, capable of emitting a scalar fermion from the last spin in the chain. The chain with dynamics gradually reversing the neighbouring spins emits…

Mathematical Physics · Physics 2012-12-11 Pavel Bóna , Michal Širaň

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

We study the inverse problem of inferring the state of a finite-level quantum system from expected values of a fixed set of observables, by maximizing a continuous ranking function. We have proved earlier that the maximum-entropy inference…

Quantum Physics · Physics 2016-05-17 Stephan Weis

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

Probability · Mathematics 2021-06-09 Asaf Ferber , Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We investigate the geometry of a random rational lemniscate $\Gamma$, the level set $\{|r(z)|=1\}$ on the Riemann sphere of the modulus of a random rational function $r$. We assign a probability distribution to the space of rational…

Complex Variables · Mathematics 2018-05-16 Antonio Lerario , Erik Lundberg

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov

The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…

Statistical Mechanics · Physics 2015-12-15 Przemyslaw Chelminiak , Michal Kurzynski

Consider a sequence $P_n$ of positive recurrent transition matrices or kernels that approximate a limiting infinite state matrix or kernel $P_{\infty}$. Such approximations arise naturally when one truncates an infinite state Markov chain…

Probability · Mathematics 2025-05-07 Peter W. Glynn , Zeyu Zheng

Recently for a class of critically intermittent random systems a phase transition was found for the finiteness of the absolutely continuous invariant measure. The systems for which this result holds are characterized by the interplay…

Dynamical Systems · Mathematics 2022-07-25 Benthen Zeegers

The two components for infinite exchangeability of a sequence of distributions $(P_n)$ are (i) consistency, and (ii) finite exchangeability for each $n$. A consequence of the Aldous-Hoover theorem is that any node-exchangeable,…

Statistics Theory · Mathematics 2020-09-24 Daniel Xiang , Peter McCullagh

We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…

Probability · Mathematics 2022-02-01 Yosuke Kawamoto , Hirofumi Osada

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…

Networking and Internet Architecture · Computer Science 2019-07-11 Ioannis Dimitriou

For measure preserving dynamical systems on metric spaces we study the time needed by a typical orbit to return back close to its starting point. We prove that when the decay of correlation is super-polynomial the recurrence rates and the…

Dynamical Systems · Mathematics 2007-05-23 Benoit Saussol

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

Probability · Mathematics 2018-08-07 Reda Chhaibi , Joseph Najnudel , Ashkan Nikeghbali

We study proximal random dynamical systems of homeomorphisms of the circle without a common fixed point. We prove the existence of two random points that govern the behavior of the forward and backward orbits of the system. Assuming the…

Dynamical Systems · Mathematics 2025-11-18 Jamerson Bezerra , Graccyela Salcedo

We study time-reversal symmetry in dynamical systems with finite phase space, with applications to birational maps reduced over finite fields. For a polynomial automorphism with a single family of reversing symmetries, a universal (i.e.,…

Dynamical Systems · Mathematics 2015-05-13 John A. G. Roberts , Franco Vivaldi

We investigate a quadratic dynamical system known as nonlinear recombinations. This system models the evolution of a probability measure over the Boolean cube, converging to the stationary state obtained as the product of the initial…

Probability · Mathematics 2024-10-07 Pietro Caputo , Cyril Labbé , Hubert Lacoin
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