相关论文: Asymptotic optimality of isoperimetric constants w…

For a fixed topological Markov shift, we consider measure-preserving dynamical systems of Gibbs measures for 2-locally constant functions on the shift. We also consider isomorphisms between two such systems. We study the set of all…

Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while…

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Let $I_n$ be the level two large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under a hypothesis on the…

We develop an asymptotic theory for $L^2$ norms of sample mean vectors of high-dimensional data. An invariance principle for the $L^2$ norms is derived under conditions that involve a delicate interplay between the dimension $p$, the sample…

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

Aldous' spectral gap conjecture, proven by Caputo, Liggett and Richthammer, states the following: for any set of transpositions in the symmetric group $\mathrm{Sym}(n)$, the spectral gap of the corresponding random walk on the group -- an…

The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…

Using the properties of random M\"{o}bius transformations, we investigate the statistical properties of the reflection coefficient in a random chain of lossy scatterers. We explicitly determine the support of the distribution and the…

We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Let $(M,g)$ be a closed Riemannian surface with Anosov geodesic flow. We prove the existence of a spectral gap for Pollicott--Ruelle resonances on random finite coverings of $M$ in the limit of large degree, which is expected to be optimal.…

This paper studies the f-ergodicity and its exponential convergence rate for continuous-time Markov chain. Assume f is square integrable, for reversible Markov chain, it is proved that the exponential convergence of f-ergodicity holds if…

We investigate the sharpness of the spectral profile bound presented by Goel et al. and Chen et al. on the $L^{2}$ mixing time of Markov chains on continuous state spaces. We show that the bound provided by Chen et al. is sharp up to a…

Let $\Xi_n \subset \mathbb R^d$, $n\ge 1$, be a sequence of finite sets and consider a $\Xi_n$-valued, irreducible, reversible, continuous-time Markov chain $(X^{(n)}_t:t\ge 0)$. Denote by $\mathscr P(\mathbb R^d) $ the set of probability…

In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…

Let $\mu$ be a probability measure on $\rr^n$ ($n \geq 2$) with Lebesgue density proportional to $e^{-V (\Vert x\Vert )}$, where $V : \rr_+ \to \rr$ is a smooth convex potential. We show that the associated spectral gap in $L^2 (\mu)$ lies…

The abelian sandpile model defines a Markov chain whose states are integer-valued functions on the vertices of a simple connected graph $G$. By viewing this chain as a (nonreversible) random walk on an abelian group, we give a formula for…

We study the following learning problem with dependent data: Observing a trajectory of length $n$ from a stationary Markov chain with $k$ states, the goal is to predict the next state. For $3 \leq k \leq O(\sqrt{n})$, using techniques from…

For any fixed irrational frequency and trigonometric-polynomial potential, we show that every type I energy with positive Lyapunov exponent that satisfies the gap-labelling condition is a boundary of an open spectral gap. As a corollary,…