2 papers
math.PR2025
Stochastic optimization on matrices and a graphon McKean-Vlasov limit
Zaid Harchaoui, Sewoong Oh, Soumik Pal +2
We consider stochastic gradient descents on the space of large symmetric matrices of suitable functions that are invariant under permuting the rows and columns using the same permu…
math.PR2025
Small noise limits of Markov chains and the PageRank
Vivek S Borkar, S Sowmya, Raghavendra Tripathi
We recall the classical formulation of PageRank as the stationary distribution of a singularly perturbed irreducible Markov chain that is not irreducible when the perturbation para…