arXiv subjects

Kelsey Houston-Edwards

Publications and source records attributed to Kelsey Houston-Edwards.

3 recordsLinked to original sources

arXiv2019

Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity

For a relatively large class of well-behaved absorbing (or killed) finite Markov chains, we give detailed quantitative estimates regarding the behavior of the chain before it is absorbed (or killed). Typical examples are random walks on box-like finite subsets of the square lattice $\mathbb Z^d$ absorbed (or killed) at the boundary. The analysis is based on Poincaré, Nash, and Harnack inequalities, moderate growth, and on the notions of John and inner-uniform domains.

math.PR↗

arXiv2019

Gambler's ruin estimates on finite inner uniform domains

Gambler's ruin estimates can be viewed as harmonic measure estimates for finite Markov chains which are absorbed (or killed) at boundary points. We relate such estimates to properties of the underlying chain and its Doob transform. Precisely, we show that gambler's ruin estimates reduce to a good understanding of the Perron-Frobenius eigenfunction and eigenvalue whenever the underlying chain and its Doob transform are Harnack Markov chains. Finite inner-uniform domains (say, in the square grid $\mathbb Z^n$) provide a large class of examples where these ideas apply and lead to detailed estimates. In general, understanding the behavior of the Perron-Frobenius eigenfunction remains a challenge.

math.PR↗

arXiv2017

Achieving rental harmony with a secretive roommate

Given the subjective preferences of n roommates in an n-bedroom apartment, one can use Sperner's lemma to find a division of the rent such that each roommate is content with a distinct room. At the given price distribution, no roommate has a strictly stronger preference for a different room. We give a new elementary proof that the subjective preferences of only n-1 of the roommates actually suffice to achieve this envy-free rent division. Our proof, in particular, yields an algorithm to find such a fair division of rent. The techniques also give generalizations of Sperner's lemma including a new proof of a conjecture of the third author.

math.CO↗