arXiv:2310.20220 · Linear and Multilinear Algebra
A spectral analysis of the correlated random walk
Yusuke Ide, Akihiro Narimatsu
Abstract
In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the corresponding eigenvectors of the time evolution operator of CRW. We show that most of them are described by the eigenvalues and the eigenvectors of the Jacobi matrix related to the random walks on the path (the birth and death chains). The remaining eigenvector corresponding to an eigenvalue 1, is characterized by the stationary measure of the same birth and death chain. As a consequence, we derive the limiting distribution.