Authors : Salez, Justin (Author of the conference)
CIRM (Publisher )
Abstract :
A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous-Diaconis, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse directed graphs, for which even the equilibrium measure is far from being understood. We work under the configuration model, allowing both the in-degrees and the out-degrees to be freely specified. We establish the cutoff phenomenon, determine its precise window and prove that the cutoff profile approaches a universal shape. We also provide a detailed description of the equilibrium measure.
MSC Codes :
05C80
- Random graphs
60G50
- Sums of independent random variables; random walks
60J10
- Markov chains (discrete-time Markov processes on discrete state spaces)
05C81
- Random walks on graphs
Film maker : Hennenfent, Guillaume
Language : English
Available date : 29/01/16
Conference Date : 07/01/16
Subseries : Research talks
arXiv category : Combinatorics ; Probability
Mathematical Area(s) : Combinatorics ; Probability & Statistics
Format : MP4 (.mp4) - HD
Video Time : 00:59:32
Download : https://videos.cirm-math.fr/2016-01-07_Salez.mp4
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Event Title : Spectrum of random graphs / Spectre de graphes aléatoires Event Organizers : Bordenave, Charles ; Guionnet, Alice ; Virág, Bálint Dates : 04/01/16 - 08/01/16
Event Year : 2016
Event URL : http://conferences.cirm-math.fr/1186.html
DOI : 10.24350/CIRM.V.18913103
Cite this video as:
Salez, Justin (2016). Random walk on random digraph. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18913103
URI : http://dx.doi.org/10.24350/CIRM.V.18913103
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