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Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

Analyzing the mixing time of random walks is a well-studied problem with applications in random sampling and more recently in graph partitioning. In this work, we present new analysis of random walks and evolving sets using more…

Data Structures and Algorithms · Computer Science 2015-07-09 Siu On Chan , Tsz Chiu Kwok , Lap Chi Lau

We investigate the spectrum of the infinitesimal generator of the continuous time random walk on a randomly weighted oriented graph. This is the non-Hermitian random nxn matrix L defined by L(j,k)=X(j,k) if k<>j and…

Probability · Mathematics 2014-02-18 Charles Bordenave , Pietro Caputo , Djalil Chafai

We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Markov and has the same distribution as the one along any other…

Probability · Mathematics 2012-11-16 Krzysztof Burdzy , Soumik Pal

The paper consists of two parts. In the first part we review recent work on limit theorems for random walks in random environment (RWRE) on a strip with jumps to the nearest layers. In the second part, we prove the quenched Local Limit…

Probability · Mathematics 2019-10-30 Dmitry Dolgopyat , Ilya Goldsheid

Consider a finite irreducible Markov chain with invariant distribution $\pi$. We use the inner product induced by $\pi$ and the associated heat operator to simplify and generalize some results related to graph partitioning and the small-set…

Data Structures and Algorithms · Computer Science 2013-11-05 Ryan O'Donnell , David Witmer

We study the free Schr\"odinger equation on finite metric graphs with infinite ends. We give sufficient conditions to obtain the $L^1$ to $L^\infty$ time decay rate at least $t^{-1/2}$. These conditions allow certain metric graphs with…

Analysis of PDEs · Mathematics 2024-09-13 Felix Ali Mehmeti , Kaïs Ammari , Serge Nicaise

We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…

Probability · Mathematics 2013-12-19 Nikola Sandrić

We consider the simple exclusion process with $k$ particles on a segment of length $N$ performing random walks with transition $p>1/2$ to the right and $q=1-p$ to the left. We focus on the case where the asymmetry in the jump rates…

Probability · Mathematics 2018-06-01 C. Labbé , H. Lacoin

The main goal of this text is comprehensive study of time homogeneous Markov chains on the real line whose drift tends to zero at infinity, we call such processes Markov chains with asymptotically zero drift. Traditionally this topic is…

Probability · Mathematics 2023-09-06 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…

Probability · Mathematics 2022-03-14 Laurent Saloff-Coste , Yuwen Wang

We address the problem of estimating the mixing time $t_{\mathsf{mix}}$ of an arbitrary ergodic finite-state Markov chain from a single trajectory of length $m$. The reversible case was addressed by Hsu et al. [2019], who left the general…

Statistics Theory · Mathematics 2022-08-17 Geoffrey Wolfer , Aryeh Kontorovich

We consider on-diagonal heat kernel estimates and the laws of the iterated logarithms for a switch-walk-switch random walk on a lamplighter graph under the condition that the random walk on the underlying graph enjoys sub-Gaussian heat…

Probability · Mathematics 2016-10-07 Takashi Kumagai , Chikara Nakamura

We study one-dimensional lattice systems with pair-wise interactions of infinite range. We show projective convergence of Markov measures to the unique equilibrium state. For this purpose we impose a slightly stronger condition than…

Mathematical Physics · Physics 2016-11-26 Cesar Maldonado , Raul Salgado-Garcia

A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. B. Sanders , N. M. Temme

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

Probability · Mathematics 2015-06-26 Balázs Gerencsér

We present a general approach to study the flooding time (a measure of how fast information spreads) in dynamic graphs (graphs whose topology changes with time according to a random process). We consider arbitrary converging Markovian…

Discrete Mathematics · Computer Science 2015-03-19 Andrea Clementi , Riccardo Silvestri , Luca Trevisan

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

Statistics Theory · Mathematics 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…

Probability · Mathematics 2025-09-29 Anna Ben-Hamou

In this paper we study the spectral properties of Markov-operator on $L^{2}$-spaces. Lawler and Sokal (Trans. Amer. Math. Soc., 1988, 309, pp. 557-580) used isoperimetric constants for discrete and continuous time Markov chains to obtain a…

Probability · Mathematics 2009-08-07 Achim Wuebker