4 papers · 1 filter
Coupling Markov chains with a common image chain
Edward Crane, Alexander E. Holroyd, Erin Russell
Consider time-homogeneous discrete-time Markov chains , , and on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose…
Gaussian consensus processes and their Lyapunov exponents
Edward Crane, Stanislav Volkov
We introduce a simple dynamic model of opinion formation, in which a finite population of individuals hold vector-valued opinions. At each time step, each individual's opinion move…
Recurrence, transience and anti-concentration of Rademacher random walks
Satyaki Bhattacharya, Edward Crane, Tom Johnston
The Rademacher random walk associated with a deterministic sequence is the walk which starts at zero and, at step , independently steps either up or down by $…
Weak lumping of left-invariant random walks on left cosets of finite groups
Edward Crane, Ãlvaro Gutiérrez, Erin Russell +1
Let be a finite group and let be a subgroup of . The left-invariant random walk driven by a probability measure on is the Markov chain in which from any state $x…