Spectrum of large random reversible Markov chains: two examples
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Publication:2865810
zbMath1276.15016arXiv0811.1097MaRDI QIDQ2865810
Djalil Chafaï, Charles Bordenave, Pietro Caputo
Publication date: 3 December 2013
Full work available at URL: https://arxiv.org/abs/0811.1097
random walks; homogenization; random matrices; spectral gap; random environment; spectral analysis; tridiagonal matrices; reversible Markov chains; Wigner's semi-circle law; arc-sine law; birth-and death processes
62H99: Multivariate analysis
60F15: Strong limit theorems
60K37: Processes in random environments
15B52: Random matrices (algebraic aspects)
37H10: Generation, random and stochastic difference and differential equations
47B36: Jacobi (tridiagonal) operators (matrices) and generalizations
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