English

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 mm-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 π\pi, 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.

Keywords

Cite

@article{arxiv.2603.02890,
  title  = {Markov processes on a circular lattice},
  author = {Sourav Majumdar},
  journal= {arXiv preprint arXiv:2603.02890},
  year   = {2026}
}
R2 v1 2026-07-01T11:00:52.080Z