Publications
Preprints
2024
- Cutoff for mixtures of permuted Markov chains: reversible caseBastien Dubail2024
We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been permuted uniformly at random. It generalizes in particular a result of Hermon, Sly and Sousi, who proved the cutoff phenomenon at entropic time for the simple random walk on a graph with an added uniform matching. Under mild assumptions on the base Markov chains, we prove that with high probability the resulting chain exhibits the cutoff phenomenon at entropic time \log n / h, h being some constant related to the entropy of the chain. We note that the results presented here are the consequence of a work conducted for a more general model that does not assume reversibility, which will be the object of a companion paper. Thus, most of our proofs do not actually require reversibility, which constitutes an important technical contribution. Finally, our argument relies on a novel concentration result for "low-degree" functions on the symmetric group, established specifically for our purpose but which could be of independent interest.
- Cutoff for mixtures of permuted Markov chains: general caseBastien Dubail2024
We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a companion paper where we focused on a reversible model, which allowed for a few simplifications in the proof. We consider here the general case. Under mild assumptions on the base Markov chains, we prove that with high probability the resulting chain exhibits the cutoff phenomenon at entropic time \log n / h, h being some constant related to the entropy of the chain, when the chain is started from a typical state. However contrary to the reversible case uniform cutoff at entropic time does not hold, as we provide an example where the worst-case mixing time has at least polylogarithmic order. We also provide a polylogarithmic upper bound on the worst-case mixing time, which in fact plays a crucial role in deriving the main result for typical states. Incidentally, our proof gives a clear picture of when to expect uniform cutoff at entropic time: it appears as the consequence of a uniform transience property for the covering Markov chain used throughout the proof, which lies on an infinite state space and projects back onto the initial chain.
Journal articles
2022
- Markovian Linearization of Random Walks on GroupsCharles Bordenave, and Bastien DubailInternational Mathematics Research Notices, May 2022
In operator algebra, the linearization trick is a technique that reduces the study of a non-commutative polynomial evaluated at elements of an algebra A to the study of a polynomial of degree one, evaluated on the enlarged algebra A ⊗M_r(C), for some integer r. We introduce a new instance of the linearization trick that is tailored to study a finitely supported random walk G by studying instead a nearest-neighbour coloured random walk on G x {1, ... , r }, which is much simpler to analyze. As an application, we extend well-known results for nearest-neighbour walks on free groups and free products of finite groups to coloured random walks, thus showing how one can obtain new results for finitely supported random walks, namely an explicit description of the harmonic measure and formulas for the entropy and drift.
- Accelerating Abelian Random Walks with Hyperbolic DynamicsBastien Dubail, and Laurent MassouliéProbability Theory and Related Fields, Apr 2022
Given integers d ≥2, n ≥1, we consider affine random walks on torii (Z/nZ)^d defined as X_t+1 = A X_t + B_t \mod n, where A ∈GL_d(Z) is an invertible matrix with integer entries and (B_t)_t ≥0 is a sequence of iid random increments on Z^d. We show that when A has no eigenvalues of modulus 1, this random walk mixes in O(log n log log n) steps as n →∞, and mixes actually in O(log n) steps only for almost all n. These results are similar to those of Chung et al. (Ann Probab 15(3):1148–1165, 1987) on the so-called Chung–Diaconis–Graham process, which corresponds to the case d=1. Our proof is based on the initial arguments of Chung, Diaconis and Graham, and relies extensively on the properties of the dynamical system x →A^⊤ x on the continuous torus R^d / Z^d. Having no eigenvalue of modulus one makes this dynamical system a hyperbolic toral automorphism, a typical example of a chaotic system known to have a rich behaviour. As such our proof sheds new light on the speed-up gained by applying a deterministic map to a Markov chain.