All Questions
3 questions
4
votes
1
answer
176
views
Random Walk with "Forward Dependency"
Let $\{X_t\}_{t=-\infty}^{\infty}$ be a sequence of random variables. We are interested in a "random walk" (or more generally, a random field) that can be characterized by
$$
X_t ~|~ X_{t-k}, \ldots, ...
3
votes
1
answer
220
views
Carne-Varopoulos bound and stationary measure
Let $\Gamma$ denote the Cayley graph for a finitely generated group $G$, and let $p_n(x, y)$ denote the transition probability that a random walk starting at $x$ reaches $y$ at time $n$. A famous &...
1
vote
0
answers
73
views
Reference for the asymptotic mixing time of the random walk on the cycle
In Diaconis's book Group Representations in Probability and Statistics, Chapter 3C, there are explicit computations for the mixing time of the random walk on the cycle graph $\mathbb{Z}_{p}$, with $p$ ...