How does a uniformly sampled Markov chain behave ?

Stochastic Analysis Seminar Series

In this talk, we will consider various probability distributions on the set of stochastic matrices with n states and on the set of Laplacian/Kirchhoff matrices on n states. They will arise naturally from the conductance model on n states with i.i.d conductances. With the help of random matrix theory, we will study the spectrum of these processes.

This is joint work with P. Caputo and D. Chafai.

Location:
Speaker(s):

Charles Bordenave (University of Toulouse)

Date:
Monday, March 5, 2012 - 15:45
to 16:45