Related papers: Carries, Shuffling and An Amazing Matrix
Given a matrix A \in R^{m x n}, we present a randomized algorithm that sparsifies A by retaining some of its elements by sampling them according to a distribution that depends on both the square and the absolute value of the entries. We…
A Gilbert-Shannon-Reeds (GSR) shuffle is performed on a deck of $N$ cards by cutting the top $n\sim Bin(N,1/2)$ cards and interleaving the two resulting piles uniformly at random. The celebrated "Seven shuffles suffice" theorem of…
This thesis introduces a way to build Markov chains out of Hopf algebras. The transition matrix of a "Hopf-power Markov chain" is (the transpose of) the matrix of the coproduct-then-product operator on a combinatorial Hopf algebra with…
The best known lower and upper bounds on the mixing time for the random-to-random insertions shuffle are $(1/2-o(1))n\log n$ and $(2+o(1))n\log n$. A long standing open problem is to prove that the mixing time exhibits a cutoff. In…
The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…
An investment portfolio consists of $n$ algorithmic trading strategies, which generate vectors of positions in trading assets. Sign opposite trades (buy/sell) cross each other as strategies are combined in a portfolio. Then portfolio…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
We introduce a new method for discovering matrix multiplication schemes based on random walks in a certain graph, which we call the flip graph. Using this method, we were able to reduce the number of multiplications for the matrix formats…
Consider the random process that starts with $n$ vertices and no edges, where the edges of $K_n$ are added one at a time in a uniformly chosen random order $e_1, e_2,\ldots, e_{\binom{n}{2}}$. Let $T$ be the earliest time at which $e_1$…
This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…
The switching model is a Markov chain approach to sample graphs with fixed degree sequence uniformly at random. The recently invented Curveball algorithm for bipartite graphs applies several switches simultaneously (`trades'). Here, we…
We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…
The Tsetlin library is a well-studied Markov chain on the symmetric group $S_n$. It has stationary distribution $\pi(\sigma)$ the Luce model, a nonuniform distribution on $S_n$, which appears in psychology, horse race betting, and…
We systematically investigate the problem of representing Markov chains by families of random maps, and which regularity of these maps can be achieved depending on the properties of the probability measures. Our key idea is to use…
Kingman's House-of-Cards model is a simple and celebrated model to describe the evolution of population under the competition of selection and mutation. Letting mutation probabilities vary on generations makes the model more realistic and…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of $n$ vertices and a Markov chain with a drift is introduced, we get mixing time of…
We propose a transfer matrix algorithm for the enumeration of alternating link diagrams with external legs, giving a weight $n$ to each connected component. Considering more general tetravalent diagrams with self-intersections and…
The connection between matrix integrals and links is used to define matrix models which count alternating tangles in which each closed loop is weighted with a factor n, i.e. may be regarded as decorated with n possible colors. For n=2, the…
Iteration of randomly chosen quadratic maps defines a Markov process: X_{n+1}=\epsilon_{n+1}X_n(1-X_n), where \epsilon_n are i.i.d. with values in the parameter space [0,4] of quadratic maps F_{\theta}(x)=\theta x(1-x). Its study is of…