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Results tagged with random-walks
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user 1121
9
votes
1
answer
481
views
Mixing time of unitary Brownian motion
Let $B_t$ be the unitary Brownian motion, i.e. Brownian motion on the unitary group $U(N)$. What is known about the mixing time of $B_t$, that is, how fast does the measure $B_t(\delta_{\{Id\}})$ conv …
- 3,323
7
votes
0
answers
129
views
Speed on recurrent graphs
Suppose that $G$ is a (locally finite) graph such that the simple random walk on $G$ is recurrent. Does this imply any upper bound on the speed $\mathbb{E}d(X_t,X_0)$ of such random walk?
- 3,323