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Families of symmetric simple random walks on Cayley graphs of Abelian groups with a bound on the number of generators are shown to never have sharp cut off in the sense of [1], [3], or [5]. Here convergence to the stationary distribution is measured in the total variation norm. This is a situation of bounded degree and no expansion. Sharp cut off or the cut off phenomenon has been shown to occur in families such as random walks on a hypercube [1] in which the degree is unbounded as well as on a random regular graph where the degree is fixed, but there is expansion [4]. Our examples agree with Peres conjecture in [3] relating sharp cut off, spectral gap, and mixing time.
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The rate of convergence of simple random walk on the Heisenberg group over $Z/nZ$ with a standard generating set was determined by Bump et al [1,2]. We extend this result to random walks on the same groups with an arbitrary minimal symmetric generating set. We also determine the rate of convergence of simple random walk on higher-dimension
Consider random $d$-regular graphs, i.e., random graphs such that there are exactly $d$ edges from each vertex for some $dge 3$. We study both the configuration model version of this graph, which has occasional multi-edges and self-loops, as well as the simple version of it, which is a $d$-regular graph chosen uniformly at random from the collection of all $d$-regular graphs. In this paper, we discuss mixing times of Glauber dynamics for the Ising model with an external magnetic field on a random $d$-regular graph, both in the quenched as well as the annealed settings. Let $beta$ be the inverse temperature, $beta_c$ be the critical temperature and $B$ be the external magnetic field. Concerning the annealed measure, we show that for $beta > beta_c$ there exists $hat{B}_c(beta)in (0,infty)$ such that the model is metastable (i.e., the mixing time is exponential in the graph size $n$) when $beta> beta_c$ and $0 leq B < hat{B}_c(beta)$, whereas it exhibits the cut-off phenomenon at $c_star n log n$ with a window of order $n$ when $beta < beta_c$ or $beta > beta_c$ and $B>hat{B}_c(beta)$. Interestingly, $hat{B}_c(beta)$ coincides with the critical external field of the Ising model on the $d$-ary tree (namely, above which the model has a unique Gibbs measure). Concerning the quenched measure, we show that there exists $B_c(beta)$ with $B_c(beta) leq hat{B}_c(beta)$ such that for $beta> beta_c$, the mixing time is at least exponential along some subsequence $(n_k)_{kgeq 1}$ when $0 leq B < B_c(beta)$, whereas it is less than or equal to $Cnlog n$ when $B>hat{B}_c(beta)$. The quenched results also hold for the model conditioned on simplicity, for the annealed results this is unclear.
We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window of order n centered at [2(1-beta)]^{-1} n log n. For beta = 1, we prove that the mixing time is of order n^{3/2}. For beta > 1, we study metastability. In particular, we show that the Glauber dynamics restricted to states of non-negative magnetization has mixing time O(n log n).
Financial time series have been investigated to follow fat-tailed distributions. Further, an empirical probability distribution sometimes shows cut-off shapes on its tails. To describe this stylized fact, we incorporate the cut-off effect in superstatistics. Then we confirm that the presented stochastic model is capable of describing the statistical properties of real financial time series. In addition, we present an option pricing formula with respect to superstatistics.
This paper is devoted to the study of a semiclassical black box operator $P$. We estimate the norm of its resolvent truncated near the trapped set by the norm of its resolvent truncated on rings far away from the origin. For $z$ in the unphysical sheet with $- h |ln h| < Im z < 0$, we prove that this estimate holds with a constant $h |Im z|^{-1} e^{C|Im z|/h}$. We also obtain analogous bounds for the resonances states of $P$. These results hold without any assumption on the trapped set neither any assumption on the multiplicity of the resonances.
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