scholarly journals The Mixing Time for a Random Walk on the Symmetric Group Generated by Random Involutions

2020 ◽  
Vol DMTCS Proceedings, 28th... ◽  
Author(s):  
Megan Bernstein
Keyword(s):  
Information Theory ◽  
Random Walk ◽  
Symmetric Group ◽  
Random Walks ◽  
Binomial Distribution ◽  
Unitary Group ◽  
Mixing Time ◽  
Sufficient Time ◽  
International Audience ◽  
A New Technique

International audience The involution walk is a random walk on the symmetric group generated by involutions with a number of 2-cycles sampled from the binomial distribution with parameter p. This is a parallelization of the lazy transposition walk onthesymmetricgroup.Theinvolutionwalkisshowninthispapertomixfor1 ≤p≤1fixed,nsufficientlylarge 2 in between log1/p(n) steps and log2/(1+p)(n) steps. The paper introduces a new technique for finding eigenvalues of random walks on the symmetric group generated by many conjugacy classes using the character polynomial for the characters of the representations of the symmetric group. This is especially efficient at calculating the large eigenvalues. The smaller eigenvalues are handled by developing monotonicity relations that also give after sufficient time the likelihood order, the order from most likely to least likely state. The walk was introduced to study a conjecture about a random walk on the unitary group from the information theory of back holes.

scholarly journals Likelihood Orders for the $p$-Cycle Walks on the Symmetric Group

10.37236/7373 ◽  
2018 ◽  
Vol 25 (1) ◽  
Author(s):  
Megan Bernstein
Keyword(s):  
Random Walk ◽  
Fourier Analysis ◽  
Symmetric Group ◽  
Random Walks ◽  
Total Variation ◽  
Separation Distance ◽  
Mixing Times ◽  
Sufficient Time ◽  
Discrete Fourier Analysis ◽  
P Cycle

Consider for a random walk on a group, the order from most to least likely element of the walk at each step, called the likelihood order. Up to periodicity issues, this order stabilizes after a sufficient number of steps. Here discrete Fourier analysis and the representations of the symmetric group, particularly formulas for the characters, are used to find the order after sufficient time for the random walks on the symmetric group generated by $p$-cycles for any $p$ fixed, $n$ sufficiently large. For the transposition walk, generated by all the $2$-cycles, at various levels of laziness, it is shown that order $n^2$ steps suffice for the order to stabilize.  Likelihood orders can aid in finding the total variation or separation distance mixing times.

scholarly journals Random walks on generating sets for finite groups

10.37236/1322 ◽  
1996 ◽  
Vol 4 (2) ◽  
Author(s):  
F. R. K. Chung ◽  
R. L. Graham
Keyword(s):  
Finite Group ◽  
Random Walk ◽  
Random Walks ◽  
Finite Groups ◽  
Mixing Time ◽  
Cartesian Product ◽  
Generating Sets ◽  
Random Elements ◽  
A Finite Group

We analyze a certain random walk on the cartesian product $G^n$ of a finite group $G$ which is often used for generating random elements from $G$. In particular, we show that the mixing time of the walk is at most $c_r n^2 \log n$ where the constant $c_r$ depends only on the order $r$ of $G$.

scholarly journals Non-crossing trees revisited: cutting down and spanning subtrees

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Alois Panholzer
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Limiting Distributions ◽  
Brownian Excursion ◽  
International Audience ◽  
Two Parameters

International audience Here we consider two parameters for random non-crossing trees: $\textit{(i)}$ the number of random cuts to destroy a size-$n$ non-crossing tree and $\textit{(ii)}$ the spanning subtree-size of $p$ randomly chosen nodes in a size-$n$ non-crossing tree. For both quantities, we are able to characterise for $n → ∞$ the limiting distributions. Non-crossing trees are almost conditioned Galton-Watson trees, and it has been already shown, that the contour and other usually associated discrete excursions converge, suitable normalised, to the Brownian excursion. We can interpret parameter $\textit{(ii)}$ as a functional of a conditioned random walk, and although we do not have such an interpretation for parameter $\textit{(i)}$, we obtain here limiting distributions, that are also arising as limits of some functionals of conditioned random walks.

scholarly journals Frogs and some other interacting random walks models

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Serguei Yu. Popov
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Simple Random Walk ◽  
Active Particle ◽  
Open Problems ◽  
Simple Version ◽  
Random Walks On Graphs ◽  
Interacting Random Walks ◽  
International Audience ◽  
Frog Model

International audience We review some recent results for a system of simple random walks on graphs, known as \emphfrog model. Also, we discuss several modifications of this model, and present a few open problems. A simple version of the frog model can be described as follows: There are active and sleeping particles living on some graph. Each active particle performs a simple random walk with discrete time and at each moment it may disappear with probability 1-p. When an active particle hits a sleeping particle, the latter becomes active.

scholarly journals Discrete Random Walks on One-Sided ``Periodic'' Graphs

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Michael Drmota
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Generating Functions ◽  
Connected Graph ◽  
Infinite Graphs ◽  
Reflected Brownian Motion ◽  
Strongly Connected ◽  
International Audience ◽  
Null Recurrence

International audience In this paper we consider discrete random walks on infinite graphs that are generated by copying and shifting one finite (strongly connected) graph into one direction and connecting successive copies always in the same way. With help of generating functions it is shown that there are only three types for the asymptotic behaviour of the random walk. It either converges to the stationary distribution or it can be approximated in terms of a reflected Brownian motion or by a Brownian motion. In terms of Markov chains these cases correspond to positive recurrence, to null recurrence, and to non recurrence.

scholarly journals Deterministic Random Walks on the Integers

2005 ◽  
Vol DMTCS Proceedings vol. AE,... (Proceedings) ◽  
Author(s):  
Joshua Cooper ◽  
Benjamin Doerr ◽  
Joel Spencer ◽  
Gábor Tardos
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Deterministic Process ◽  
One Dimensional ◽  
Space And Time ◽  
Dimensional Version ◽  
International Audience ◽  
The One

International audience We analyze the one-dimensional version of Jim Propp's $P$-machine, a simple deterministic process that simulates a random walk on $\mathbb{Z}$. The "output'' of the machine is astonishingly close to the expected behavior of a random walk, even on long intervals of space and time.

scholarly journals CUTOFF AT THE ENTROPIC TIME FOR RANDOM WALKS ON COVERED EXPANDER GRAPHS

2021 ◽  
pp. 1-46
Author(s):  
Charles Bordenave ◽  
Hubert Lacoin
Keyword(s):  
Random Walk ◽  
Lower Bound ◽  
Random Walks ◽  
Mixing Time ◽  
Simple Random Walk ◽  
Sufficient Condition ◽  
Regular Graphs ◽  
Expander Graphs ◽  
Transitive Graph ◽  
Regular Tree

Abstract It is a fact simple to establish that the mixing time of the simple random walk on a d-regular graph $G_n$ with n vertices is asymptotically bounded from below by $\frac {d }{d-2 } \frac {\log n}{\log (d-1)}$ . Such a bound is obtained by comparing the walk on $G_n$ to the walk on d-regular tree $\mathcal{T} _d$ . If one can map another transitive graph $\mathcal{G} $ onto $G_n$ , then we can improve the strategy by using a comparison with the random walk on $\mathcal{G} $ (instead of that of $\mathcal{T} _d$ ), and we obtain a lower bound of the form $\frac {1}{\mathfrak{h} }\log n$ , where $\mathfrak{h} $ is the entropy rate associated with $\mathcal{G} $ . We call this the entropic lower bound. It was recently proved that in the case $\mathcal{G} =\mathcal{T} _d$ , this entropic lower bound (in that case $\frac {d }{d-2 } \frac {\log n}{\log (d-1)}$ ) is sharp when graphs have minimal spectral radius and thus that in that case the random walk exhibits cutoff at the entropic time. In this article, we provide a generalisation of the result by providing a sufficient condition on the spectra of the random walks on $G_n$ under which the random walk exhibits cutoff at the entropic time. It applies notably to anisotropic random walks on random d-regular graphs and to random walks on random n-lifts of a base graph (including nonreversible walks).

scholarly journals Non Unitary Random Walks

2009 ◽  
Vol Vol. 12 no. 2 ◽  
Author(s):  
Philippe Jacquet
Keyword(s):  
Black Hole ◽  
Random Walk ◽  
Random Walks ◽  
Transition Probabilities ◽  
Surprising Result ◽  
Energy Effect ◽  
Information Loss Paradox ◽  
International Audience ◽  
Probability Weight ◽  
Interesting Analogy

International audience Motivated by the recent refutation of information loss paradox in black hole by Hawking, we investigate the new concept of {\it non unitary random walks}. In a non unitary random walk, we consider that the state 0, called the {\it black hole}, has a probability weight that decays exponentially in $e^{-\lambda t}$ for some $\lambda>0$. This decaying probabilities affect the probability weight of the other states, so that the the apparent transition probabilities are affected by a repulsion factor that depends on the factors $\lambda$ and black hole lifetime $t$. If $\lambda$ is large enough, then the resulting transition probabilities correspond to a neutral random walk. We generalize to {\it non unitary gravitational walks} where the transition probabilities are function of the distance to the black hole. We show the surprising result that the black hole remains attractive below a certain distance and becomes repulsive with an exactly reversed random walk beyond this distance. This effect has interesting analogy with so-called dark energy effect in astrophysics.

scholarly journals On the number of zero increments of random walks with a barrier

2008 ◽  
Vol DMTCS Proceedings vol. AI,... (Proceedings) ◽  
Author(s):  
Alex Iksanov ◽  
Pavlo Negadajlov
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Regular Variation ◽  
Law Of Large Numbers ◽  
Large Numbers ◽  
International Audience

International audience Continuing the line of research initiated in Iksanov and Möhle (2008) and Negadajlov (2008) we investigate the asymptotic (as $n \to \infty$) behaviour of $V_n$ the number of zero increments before the absorption in a random walk with the barrier $n$. In particular, when the step of the unrestricted random walk has a finite mean, we prove that the number of zero increments converges in distribution. We also establish a weak law of large numbers for $V_n$ under a regular variation assumption.

scholarly journals Constructing a sequence of random walks strongly converging to Brownian motion

2003 ◽  
Vol DMTCS Proceedings vol. AC,... (Proceedings) ◽  
Author(s):  
Philippe Marchal
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Simple Random Walk ◽  
International Audience

International audience We give an algorithm which constructs recursively a sequence of simple random walks on $\mathbb{Z}$ converging almost surely to a Brownian motion. One obtains by the same method conditional versions of the simple random walk converging to the excursion, the bridge, the meander or the normalized pseudobridge.

Sign in / Sign up

Export Citation Format

Share Document