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5 papers · 1 filter
Self-Similar Markov Processes on Cantor Set
Yuri Bakhtin
We define analogues of Brownian motion on the triadic Cantor set by introducing a few natural requirements on the Markov semigroup. We give a detailed description of these symmetri…
Mixing Time Bounds via the Spectral Profile
Sharad Goel, Ravi Montenegro, Prasad Tetali
On complete, non-compact manifolds and infinite graphs, Faber-Krahn inequalities have been used to estimate the rate of decay of the heat kernel. We develop this technique in the s…
Elementary bounds on Poincare and log-Sobolev constants for decomposable Markov chains
Mark Jerrum, Jung-Bae Son, Prasad Tetali +1
We consider finite-state Markov chains that can be naturally decomposed into smaller ``projection'' and ``restriction'' chains. Possibly this decomposition will be inductive, in th…
Reconstructing a two-color scenery by observing it along a simple random walk path
Heinrich Matzinger
Let {ξ(n)}_{n\in Z} be a two-color random scenery, that is, a random coloring of Z in two colors, such that the ξ(i)'s are i.i.d. Bernoulli variables with parameter \tfrac12. Let {…
Bridges and networks: Exact asymptotics
Robert D. Foley, David R. McDonald
We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady sta…