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.


Charles Bordenave (University of Toulouse)

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