Markov processes on a circular lattice
Statistics Theory
2026-03-04 v1 Probability
Statistics Theory
Abstract
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the -point discrete circle, the cycle graph, we study diffusion-generated families, obtaining an explicit transition kernel, exact trigonometric moments, and convergence to uniformity. We present a simple approach to construct reversible nearest-neighbour chains with any prescribed strictly positive stationary pmf , providing discrete analogues of Markov processes on the continuous circle. We construct processes whose stationary laws are the discrete von Mises and wrapped Cauchy distributions with closed-form normalizers and exact moments.
Cite
@article{arxiv.2603.02890,
title = {Markov processes on a circular lattice},
author = {Sourav Majumdar},
journal= {arXiv preprint arXiv:2603.02890},
year = {2026}
}