Spectral Properties of Markov Generators and Their Connection to Random Matrix Theory

Friday, April 28, 2023 - 15:00 to 16:00
CB1, Callan Building, North Campus, Maynooth University
 

Guest Speaker: Goran Nakerst, University of Dresden

 

Abstract

Continuous-time Markovian processes are commonly used to model complex multi-state systems in various fields, including physics, chemistry, biology, economics, and game theory. These processes are fully determined by their generators. Typical rather than system-specific properties of the generators are perceived by investigating random ensembles of generators.

In this talk, I will focus on spectral properties of generators of Markov processes and their connection to random matrix theory. I will introduce an ensemble of sparse random generators and demonstrate that the sparsity leads to a closure of the large spectral gap typically present in dense random generator ensembles. I will also discuss how the spectral boundary of a paradigmatic model, the asymmetric simple exclusion process, can be related to the cycle structure of random graphs.
 

For those wishing to join remotely, please click on the link below:

Seminar Series 22/23 link