Aspects of large random Markov kernels

DOI10.1080/17442500903080314zbMath1186.60004OpenAlexW2034641797MaRDI QIDQ3396078

Djalil Chafaï

Publication date: 16 September 2009

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500903080314

zbMATH Keywords

symmetric groupsrandom matricesinvariant measuresMarkov chainconvex polytopesfinite graphs

Mathematics Subject Classification ID

Multivariate analysis (62H99) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (9)

Wigner and Wishart ensembles for sparse Vinberg models ⋮ The Dirichlet Markov ensemble ⋮ Tridiagonal random matrix: Gaussian fluctuations and deviations ⋮ On delocalization of eigenvectors of random non-Hermitian matrices ⋮ A remark on the smallest singular value of powers of Gaussian matrices ⋮ Circular law theorem for random Markov matrices ⋮ Singular value distribution of dense random matrices with block Markovian dependence ⋮ Spectrum of non-Hermitian heavy tailed random matrices ⋮ From Boltzmann to random matrices and beyond

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