How does a uniformly sampled Markov chain behave ?

Mon, 05/03/2012
15:45
CHARLES BORDENAVE (University of Toulouse) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute

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