Related papers: Correction. Perfect simulation for a class of posi…
A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…
Existing studies on the degree correlation of evolving networks typically rely on differential equations and statistical analysis, resulting in only approximate solutions due to inherent randomness. To address this limitation, we propose an…
Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…
Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
We further clarify the relation between detailed-balanced and complex-balanced equilibria of reversible chemical reaction networks. Our results hold for arbitrary kinetics and also for boundary equilibria. Detailed balance, complex balance,…
A Comment on the Letter by M. Rupp et al., Phys. Rev. Lett. 108 058301 (2012).
We consider a class of small-sample distribution estimators over noisy channels. Our estimators are designed for repetition channels, and rely on properties of the runs of the observed sequences. These runs are modeled via a special type of…
This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…
In this paper we investigate the existence of $L^{2}(\pi)$-spectral gaps for $\pi$-irreducible, positive recurrent Markov chains on general state space. We obtain necessary and sufficient conditions for the existence of…
We present a perfect simulation algorithm for stationary processes indexed by Z, with summable memory decay. Depending on the decay, we construct the process on finite or semi-infinite intervals, explicitly from an i.i.d. uniform sequence.…
In network modeling of complex systems one is often required to sample random realizations of networks that obey a given set of constraints, usually in form of graph measures. A much studied class of problems targets uniform sampling of…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
We correct some oversights in the paper "A spectral sequence for stratified spaces and configuration spaces of points" by the second named author. In particular we explain that an additional hypothesis should be added to Theorem 4.15 in…
Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…
In [J. of Alg. 369: 70-95, 2012], the authors constructed a seven term exact sequence in the cohomology of a group extension G of a normal subgroup N by a quotient group Q with coefficients in a G-module M. However, they were unable to…
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…
We examine two analytical characterisation of the metastable behavior of a Markov chain. The first one expressed in terms of its transition probabilities, and the second one in terms of its large deviations rate functional. Consider a…