pith. sign in

arxiv: 0811.1097 · v2 · submitted 2008-11-07 · 🧮 math.PR

Spectrum of large random reversible Markov chains: two examples

classification 🧮 math.PR
keywords randomspectrumbehaviorchainsmarkovmodelsreversiblebirth-and-death
0
0 comments X
read the original abstract

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior at the edge, including the so called spectral gap. Results are obtained for two simple models with distinct limiting features. The first model is built on the complete graph while the second is a birth-and-death dynamics. Both models give rise to random matrices with non independent entries.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Symmetry breaking and high-dimensional chaos in sparse random networks of exact firing rate models

    nlin.CD 2026-05 unverdicted novelty 5.0

    Linear stability analysis of homogeneous states in sparse random networks of next-generation neural mass models links instabilities to connectivity spectra, revealing winner-takes-all patterns in undirected inhibitory...