메뉴 건너뛰기




Volumn 81, Issue 3-4, 2009, Pages 415-429

Aspects of large random Markov kernels

Author keywords

Convex polytopes; Finite graphs; Invariant measures; Markov chains; Random matrices; Symmetric group

Indexed keywords


EID: 70450193509     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442500903080314     Document Type: Article
Times cited : (8)

References (46)
  • 1
    • 0000038791 scopus 로고
    • Poisson process approximations for the Ewens sampling formula
    • R. Arratia, A.D. Barbour, and S. Tavaré, Poisson process approximations for the Ewens sampling formula, Ann. Appl. Probab. 2(3) (1992), pp. 519-535.
    • (1992) Ann. Appl. Probab. , vol.2 , Issue.3 , pp. 519-535
    • Arratia, R.1    Barbour, A.D.2    Tavaré, S.3
  • 2
    • 33750047519 scopus 로고    scopus 로고
    • p
    • p, Positivity 10(4) (2006), pp. 755-759.
    • (2006) Positivity , vol.10 , Issue.4 , pp. 755-759
    • Aubrun, G.1
  • 4
    • 0001758959 scopus 로고
    • Limit of the smallest eigenvalue of a large-dimensional sample covariance matrix
    • Z.D. Bai and Y.Q. Yin, Limit of the smallest eigenvalue of a large-dimensional sample covariance matrix, Ann. Probab. 21(3) (1993), pp. 1275-1294.
    • (1993) Ann. Probab. , vol.21 , Issue.3 , pp. 1275-1294
    • Bai, Z.D.1    Yin, Y.Q.2
  • 7
    • 24144496886 scopus 로고    scopus 로고
    • Birkhoff's polytope and unistochastic matrices, N = 3 and N = 4
    • I. Bengtsson, Å. Ericsson, M. Kú, W. Tadej, and K. Życzkowski, Birkhoff's polytope and unistochastic matrices, N = 3 and N = 4, Commun. Math. Phys. 259(2) (2005), pp. 307-324.
    • (2005) Commun. Math. Phys. , vol.259 , Issue.2 , pp. 307-324
    • Bengtsson, I.1    Ericsson Å2    Kú, M.3    Tadej, W.4    Życzkowski, K.5
  • 8
    • 79051471398 scopus 로고    scopus 로고
    • On the top eigenvalue of heavy-tailed random matrices
    • Art. 10001
    • G. Biroli, J.-P. Bouchaud, and M. Potters, On the top eigenvalue of heavy-tailed random matrices, Europhys. Lett. EPL 78(1) (2007), Art. 10001, 5.
    • (2007) Europhys. Lett. EPL , vol.78 , Issue.1 , pp. 5
    • Biroli, G.1    Bouchaud, J.-P.2    Potters, M.3
  • 10
    • 1642373920 scopus 로고    scopus 로고
    • Random Graphs
    • 2nd ed., Cambridge University Press, Cambridge
    • B. Bollobás, Random Graphs, 2nd ed., Cambridge Studies in Advanced Mathematics, Vol. 73, Cambridge University Press, Cambridge, 2001.
    • (2001) Cambridge Studies in Advanced Mathematics , vol.73
    • Bollobás, B.1
  • 13
    • 0023451937 scopus 로고
    • Diffusion anormale dans les milieux désordonnés: Piégeage, corrélations et théorèmes de la limite centrale
    • J.-P. Bouchaud, A. Georges, and P. Le Doussal, Diffusion anormale dans les milieux désordonnés: piégeage, corrélations et théorèmes de la limite centrale, J. Phys. 48(11) (1987), pp. 1855-1860.
    • (1987) J. Phys. , vol.48 , Issue.11 , pp. 1855-1860
    • Bouchaud, J.-P.1    Georges, A.2    Le Doussal, P.3
  • 14
    • 32144440694 scopus 로고    scopus 로고
    • Spectral characterization of aging: The REM-like trap model
    • A. Bovier and A. Faggionato, Spectral characterization of aging: The REM-like trap model, Ann. Appl. Probab. 15(3) (2005), pp. 1997-2037.
    • (2005) Ann. Appl. Probab. , vol.15 , Issue.3 , pp. 1997-2037
    • Bovier, A.1    Faggionato, A.2
  • 15
    • 40849107182 scopus 로고    scopus 로고
    • Spectral analysis of Sinai's walk for small eigenvalues
    • A. Bovier and A. Faggionato, Spectral analysis of Sinai's walk for small eigenvalues, Ann. Probab. 36(1) (2008), pp. 198-254.
    • (2008) Ann. Probab. , vol.36 , Issue.1 , pp. 198-254
    • Bovier, A.1    Faggionato, A.2
  • 16
    • 29844451677 scopus 로고    scopus 로고
    • Symmetry analysis of reversible Markov chains
    • S. Boyd, P. Diaconis, P. Parrilo, and L. Xiao, Symmetry analysis of reversible Markov chains, Internet Math. 2(1) (2005), pp. 31-71.
    • (2005) Internet Math. , vol.2 , Issue.1 , pp. 31-71
    • Boyd, S.1    Diaconis, P.2    Parrilo, P.3    Xiao, L.4
  • 17
    • 33644950826 scopus 로고    scopus 로고
    • Spectral measure of large random Hankel, Markov and Toeplitz matrices
    • W. Bryc, A. Dembo, and T. Jiang, Spectral measure of large random Hankel, Markov and Toeplitz matrices, Ann. Probab. 34(1) (2006), pp. 1-38.
    • (2006) Ann. Probab. , vol.34 , Issue.1 , pp. 1-38
    • Bryc, W.1    Dembo, A.2    Jiang, T.3
  • 18
    • 70450176140 scopus 로고    scopus 로고
    • The largest eigenvalue of finite rank deformation of large Wigner matrices: Convergence and non-universality of the fluctuations
    • to appear
    • M. Capitaine, C. Donati-Martin, and D. Féral, The largest eigenvalue of finite rank deformation of large Wigner matrices: Convergence and non-universality of the fluctuations, Ann. Probab. 2007, to appear.
    • (2007) Ann. Probab.
    • Capitaine, M.1    Donati-Martin, C.2    Féral, D.3
  • 22
    • 34248227713 scopus 로고    scopus 로고
    • The largest eigenvalue of rank one deformation of large Wigner matrices
    • D. Féral and S. Péché, The largest eigenvalue of rank one deformation of large Wigner matrices, Commun. Math. Phys. 272(1) (2007), pp. 185-228.
    • (2007) Commun. Math. Phys. , vol.272 , Issue.1 , pp. 185-228
    • Féral, D.1    Péché, S.2
  • 23
    • 0041914118 scopus 로고    scopus 로고
    • Distribution of subdominant eigenvalues of matrices with random rows
    • (electronic)
    • G. Goldberg and M. Neumann, Distribution of subdominant eigenvalues of matrices with random rows, SIAM J. Matrix Anal. Appl. 24(3) (2003), pp. 747-761 (electronic).
    • (2003) SIAM J. Matrix Anal. Appl. , vol.24 , Issue.3 , pp. 747-761
    • Goldberg, G.1    Neumann, M.2
  • 25
    • 0041043946 scopus 로고    scopus 로고
    • The characteristic polynomial of a random permutation matrix
    • B.M. Hambly, P. Keevash, N. O'Connell, and D. Stark, The characteristic polynomial of a random permutation matrix, Stochastic Process. Appl. 90(2) (2000), pp. 335-346.
    • (2000) Stochastic Process. Appl. , vol.90 , Issue.2 , pp. 335-346
    • Hambly, B.M.1    Keevash, P.2    O'Connell, N.3    Stark, D.4
  • 26
    • 0004151494 scopus 로고    scopus 로고
    • Cambridge University Press, Cambridge, 1990, Corrected reprint of the 1985 original
    • R.A. Horn and Ch.R. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, 1990, Corrected reprint of the 1985 original.
    • Matrix Analysis
    • Horn, R.A.1    Johnson, C.R.2
  • 27
    • 33750042661 scopus 로고    scopus 로고
    • Determinantal processes and independence
    • (electronic)
    • J.B. Hough, M. Krishnapur, Y. Peres, and B. Virág, Determinantal processes and independence, Probab. Surv. 3 (2006), pp. 206-229 (electronic).
    • (2006) Probab. Surv. , vol.3 , pp. 206-229
    • Hough, J.B.1    Krishnapur, M.2    Peres, Y.3    Virág, B.4
  • 28
    • 0003842084 scopus 로고
    • Wiley, Chichester, Wiley Series in Probability and Mathematical Statistics
    • F.P. Kelly, Reversibility and Stochastic Networks, Wiley, Chichester, 1979, Wiley Series in Probability and Mathematical Statistics.
    • (1979) Reversibility and Stochastic Networks
    • Kelly, F.P.1
  • 29
    • 4244177163 scopus 로고
    • On the spectra of Gaussian matrices
    • Directions in matrix theory (Auburn, AL
    • E. Kostlan, On the spectra of Gaussian matrices, Linear Algebra Appl. 162/164 (1992), pp. 385-388, Directions in matrix theory (Auburn, AL, 1990).
    • (1992) Linear Algebra Appl. , vol.162-164 , pp. 385-388
    • Kostlan, E.1
  • 30
    • 84962991841 scopus 로고
    • Diagonals of doubly stochastic matrices
    • M. Marcus and R. Ree, Diagonals of doubly stochastic matrices, Quart. J. Math. Oxford Ser. 10(2) (1959), pp. 296-302.
    • (1959) Quart. J. Math. Oxford Ser. , vol.10 , Issue.2 , pp. 296-302
    • Marcus, M.1    Ree, R.2
  • 31
    • 0011275259 scopus 로고
    • Results and problems in the theory of doubly-stochastic matrices
    • L. Mirsky, Results and problems in the theory of doubly-stochastic matrices, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 1 (1962/1963), pp. 319-334.
    • (1962) Z. Wahrscheinlichkeitstheorie und Verw. Gebiete , vol.1 , pp. 319-334
    • Mirsky, L.1
  • 33
    • 28144463102 scopus 로고    scopus 로고
    • The largest eigenvalue of small rank perturbations of Hermitian random matrices
    • S. Péché, The largest eigenvalue of small rank perturbations of Hermitian random matrices, Probab. Theor. Relat. Fields 134(1) (2006), pp. 127-173.
    • (2006) Probab. Theor. Relat. Fields , vol.134 , Issue.1 , pp. 127-173
    • Péché, S.1
  • 34
    • 70450196048 scopus 로고    scopus 로고
    • General tridiagonal random matrix models, limiting distributions and fluctuations
    • arXiv:math/0610827 [math.PR], to appear
    • I. Popescu, General tridiagonal random matrix models, limiting distributions and fluctuations, Probab. Theor. Relat. Fields (2008), arXiv:math/0610827 [math.PR], to appear.
    • (2008) Probab. Theor. Relat. Fields
    • Popescu, I.1
  • 35
    • 0242266501 scopus 로고    scopus 로고
    • A limit theorem at the edge of a non-Hermitian random matrix ensemble
    • Random matrix theory
    • B. Rider, A limit theorem at the edge of a non-Hermitian random matrix ensemble, J. Phys. A 36(12) (2003), pp. 3401-3409, Random matrix theory.
    • (2003) J. Phys. A , vol.36 , Issue.12 , pp. 3401-3409
    • Rider, B.1
  • 36
    • 3542992712 scopus 로고    scopus 로고
    • Order statistics and Ginibre's ensembles
    • B. Rider, Order statistics and Ginibre's ensembles, J. Statist. Phys. 114(3-4) (2004), pp. 1139-1148.
    • (2004) J. Statist. Phys. , vol.114 , Issue.3-4 , pp. 1139-1148
    • Rider, B.1
  • 39
    • 0000858580 scopus 로고    scopus 로고
    • Lectures on finite Markov chains
    • (Saint-Flour, 1996), Lecture Notes in Math., Springer, Berlin
    • L. Saloff-Coste, Lectures on finite Markov chains, Lectures on probability theory and statistics (Saint-Flour, 1996), Vol. 1665, Lecture Notes in Math., Springer, Berlin, 1997, pp. 301-413.
    • (1997) Lectures on Probability Theory and Statistics , vol.1665 , pp. 301-413
    • Saloff-Coste, L.1
  • 40
    • 0003570325 scopus 로고    scopus 로고
    • Non-negative matrices and Markov chains
    • Springer, New York, Revised reprint of the second (1981) edition
    • E. Seneta, Non-negative matrices and Markov chains, Springer Series in Statistics, Springer, New York, 2006, Revised reprint of the second (1981) edition.
    • (2006) Springer Series in Statistics
    • Seneta, E.1
  • 41
    • 0033473406 scopus 로고    scopus 로고
    • Universality at the edge of the spectrum in Wigner random matrices
    • A. Soshnikov, Universality at the edge of the spectrum in Wigner random matrices, Comm. Math. Phys. 207(3) (1999), pp. 697-733.
    • (1999) Comm. Math. Phys. , vol.207 , Issue.3 , pp. 697-733
    • Soshnikov, A.1
  • 42
    • 4644351110 scopus 로고    scopus 로고
    • Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails
    • (electronic)
    • A. Soshnikov, Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails, Electron. Comm. Probab. 9 (2004), pp. 82-91 (electronic).
    • (2004) Electron. Comm. Probab. , vol.9 , pp. 82-91
    • Soshnikov, A.1
  • 43
    • 0035914277 scopus 로고    scopus 로고
    • Unitary-stochastic matrix ensembles and spectral statistics
    • G. Tanner, Unitary-stochastic matrix ensembles and spectral statistics, J. Phys. A 34(41) (2001), pp. 8485-8500.
    • (2001) J. Phys. A , vol.34 , Issue.41 , pp. 8485-8500
    • Tanner, G.1
  • 45
    • 0039990549 scopus 로고    scopus 로고
    • The distribution of the largest eigenvalue in the Gaussian ensembles: β = 1,2,4
    • (Montréal, QC, 1997), CRM Ser. Math. Phys., Springer, New York, NY
    • C.A. Tracy and H. Widom, The distribution of the largest eigenvalue in the Gaussian ensembles: β = 1,2,4, Calogero-Moser-Sutherland Models (Montréal, QC, 1997), CRM Ser. Math. Phys., Springer, New York, NY, 2000, pp. 461-472.
    • (2000) Calogero-Moser-Sutherland Models , pp. 461-472
    • Tracy, C.A.1    Widom, H.2
  • 46
    • 0034562132 scopus 로고    scopus 로고
    • Eigenvalue distributions of random permutation matrices
    • K. Wieand, Eigenvalue distributions of random permutation matrices, Ann. Probab. 28(4) (2000), pp. 1563-1587.
    • (2000) Ann. Probab. , vol.28 , Issue.4 , pp. 1563-1587
    • Wieand, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.