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Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

We consider a left-transient random walk in a random environment on Z that will be disturbed by cookies inducing a drift to the right of strength 1. The number of cookies per site is i.i.d. and independent of the environment. Criteria for…

Probability · Mathematics 2011-10-28 Elisabeth Bauernschubert

For normally reflected Brownian motion and for simple random walk on independently growing in time d-dimensional domains, d>=3, we establish a sharp criterion for recurrence versus transience in terms of the growth rate.

Probability · Mathematics 2014-08-28 Amir Dembo , Ruojun Huang , Vladas Sidoravicius

We define recurrence matrices and study a few properties (links with automatic sequences, branch groups etc.) of them.

Rings and Algebras · Mathematics 2007-05-23 Roland Bacher

A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…

Probability · Mathematics 2018-01-19 Riddhipratim Basu , Jonathan Hermon , Yuval Peres

This work is a continuation of [Kalikaeva, MPRF, 23(2):225-240]. The object of study is ``Markov-up processes'' on $\mathbb Z_+$ and the moment of downcrossing a certain barrier. The processes considered in this paper differ from Markov…

Probability · Mathematics 2024-07-01 Diana Kalikaeva

We study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of the process is approximately…

Probability · Mathematics 2017-04-14 Chak Hei Lo , Andrew R. Wade

In this paper, we develop an in-depth analysis of non-reversible Markov chains on denumerable state space from a similarity orbit perspective. In particular, we study the class of Markov chains whose transition kernel is in the similarity…

Probability · Mathematics 2020-08-21 Michael C. H. Choi , Pierre Patie

We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…

Probability · Mathematics 2021-01-05 Steven Berghout , Evgeny Verbitskiy

We consider random walks associated with conductances on Delaunay triangulations, Gabriel graphs and skeletons of Voronoi tilings which are generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on point processes and…

Probability · Mathematics 2015-06-03 Arnaud Rousselle

Let $G$ be a Cayley graph of a nonamenable group with spectral radius $\rho < 1$. It is known that branching random walk on $G$ with offspring distribution $\mu$ is transient, i.e., visits the origin at most finitely often almost surely, if…

Probability · Mathematics 2020-02-14 Tom Hutchcroft

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

Probability · Mathematics 2012-10-11 Fangjun Xu

Potential theory is a central tool to understand and analyse Markov processes. In this article, we develop its probabilistic counterpart for branching Markov chains. Specifically, we examine versions of quasi-processes or interlacements…

Probability · Mathematics 2023-11-07 Steffen Dereich , Martin Maiwald

Given a non-negative Jacobi matrix describing higher order recurrence relations for multiple orthogonal polynomials of type~II and corresponding linear forms of type I, a general strategy for constructing a pair of stochastic matrices, dual…

Classical Analysis and ODEs · Mathematics 2021-04-01 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas , Carlos Álvarez-Fernández , Juan E. Fernández-Díaz

We demonstrate that continuous time quantum walks on several types of branching graphs, including graphs with loops, are identical to quantum walks on simpler linear chain graphs. We also show graph types for which such equivalence does not…

Quantum Physics · Physics 2016-02-09 Thomas Cavin , Dmitry Solenov

Let $X_1, X_2, \ldots$ be i.i.d. random variables with values in $\mathbb{Z}^d$ satisfying $\mathbb{P} \left(X_1=x\right) = \mathbb{P} \left(X_1=-x\right) = \Theta \left(\|x\|^{-s}\right)$ for some $s>d$. We show that the random walk…

Probability · Mathematics 2023-08-29 Johannes Bäumler

We study a random walk on a complex of finitely many half-lines joined at a common origin; jumps are heavy-tailed and of two types, either one-sided (towards the origin) or two-sided (symmetric). Transmission between half-lines via the…

Probability · Mathematics 2018-08-14 Mikhail V. Menshikov , Dimitri Petritis , Andrew R. Wade

We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…

Probability · Mathematics 2016-01-28 Wei Zhang

The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal…

Probability · Mathematics 2022-09-05 Giovanni Conforti , Christian Léonard

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva
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