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Uniform mixing time for random walk on lamplighter graphs

Júlia Komjáthy, Jason Miller, Yuval Peres (2014)

Annales de l'I.H.P. Probabilités et statistiques

Suppose that 𝒢 is a finite, connected graph and X is a lazy random walk on 𝒢 . The lamplighter chain X associated with X is the random walk on the wreath product 𝒢 = 𝐙 2 𝒢 , the graph whose vertices consist of pairs ( f ̲ , x ) where f is a labeling of the vertices of 𝒢 by elements of 𝐙 2 = { 0 , 1 } and x is a vertex in 𝒢 . There is an edge between ( f ̲ , x ) and ( g ̲ , y ) in 𝒢 if and only if x is adjacent to y in 𝒢 and f z = g z for all z x , y . In each step, X moves from a configuration ( f ̲ , x ) by updating x to y using the transition rule of X and then sampling both...

Universality of the asymptotics of the one-sided exit problem for integrated processes

Frank Aurzada, Steffen Dereich (2013)

Annales de l'I.H.P. Probabilités et statistiques

We consider the one-sided exit problem – also called one-sided barrier problem – for ( α -fractionally) integrated random walks and Lévy processes. Our main result is that there exists a positive, non-increasing function α θ ( α ) such that the probability that any α -fractionally integrated centered Lévy processes (or random walk) with some finite exponential moment stays below a fixed level until time T behaves as T - θ ( α ) + o ( 1 ) for large T . We also investigate when the fixed level can be replaced by a different barrier...

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