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Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…

Methodology · Statistics 2024-12-25 Shuang Hu , Zuoxiang Peng , Johan Segers

How many shuffles are needed to mix up a deck of cards? This question may be answered in the language of a random walk on the symmetric group, $S_{52}$. This generalises neatly to the study of random walks on finite groups, themselves a…

Probability · Mathematics 2015-04-22 J. P. McCarthy

We describe the full exit boundary of random walks on homogeneous trees, in particular, on the free groups. This model exhibits a phase transition, namely, the family of Markov measures under study loses ergodicity as a parameter of the…

Probability · Mathematics 2015-04-28 A. Vershik , A. Malyutin

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

Computation · Statistics 2012-04-17 Iain Murray , Lloyd T. Elliott

We propose a method for the classification of objects that are structured as random trees. Our aim is to model a distribution over the node label assignments in settings where the tree data structure is associated with node attributes…

Machine Learning · Computer Science 2024-09-18 Wouter W. L. Nuijten , Vlado Menkovski

A new model that maps a quantum random walk described by a Hadamard operator to a particular case of a random walk is presented. The model is represented by a Markov chain with a stochastic matrix, i.e., all the transition rates are…

Quantum Physics · Physics 2020-11-18 Arie Bar-Haim

We consider the Brownian tree introduced by Aldous and the associated Q-process which consists in an infinite spine on which are grafted independent Brownian trees. We present a reversal procedure on these trees that consists in looking at…

Probability · Mathematics 2017-10-11 Romain Abraham , Jean-Francois Delmas

We study random walks in a random environment on a regular, rooted, coloured tree. The asymptotic behaviour of the walks is classified for ergodicity/transience in terms of the geometric properties of the matrix describing the random…

Probability · Mathematics 2007-05-23 Mikhail Menshikov , Dimitri Petritis

The classical matrix-tree theorem relates the determinant of the combinatorial Laplacian on a graph to the number of spanning trees. We generalize this result to Laplacians on one- and two-dimensional vector bundles, giving a combinatorial…

Probability · Mathematics 2011-12-09 Richard Kenyon

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in…

Probability · Mathematics 2016-06-02 Matthias Birkner , Jiří Černý , Andrej Depperschmidt

We test a Markov chain approximation to the segment description (Li, 2007) of chaos (and turbulence) on a tent map, the Minea system, the H\'enon map, and the Lorenz system. For the tent map, we compute the probability transition matrix of…

Chaotic Dynamics · Physics 2010-02-05 Alexander Labovsky , Y. Charles Li

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

Probability · Mathematics 2022-10-10 Janos Englander , Stanislav Volkov

Given a DFA we consider the random walk that starts at the initial state and at each time step moves to a new state by taking a random transition from the current state. This paper shows that for typical DFA this random walk induces an…

Formal Languages and Automata Theory · Computer Science 2013-11-28 Borja Balle

We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…

Probability · Mathematics 2012-09-04 James Allen Fill , Vince Lyzinski

We study the size properties of a general model of fractal sets that are based on a tree-indexed family of random compacts and a tree-indexed Markov chain. These fractals may be regarded as a generalization of those resulting from the…

Probability · Mathematics 2007-09-25 Arnaud Durand

We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed trough the random branching process.…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

In the present paper, we determine the full spectrum of the simple random walk on finite, complete $d$-ary trees. We also find an eigenbasis for the transition matrix. As an application, we apply our results to get a lower bound for the…

Probability · Mathematics 2019-12-17 Evita Nestoridi , Oanh Nguyen

We consider the random Markov matrix obtained by assigning i.i.d. non-negative weights to each edge of the complete oriented graph. In this study, the weights have unbounded first moment and belong to the domain of attraction of an…

Spectral Theory · Mathematics 2017-06-30 Charles Bordenave , Pietro Caputo , Djalil Chafaï , Daniele Piras

A staged tree model is a discrete statistical model encoding relationships between events. These models are realised by directed trees with coloured vertices. In algebro-geometric terms, the model consists of points inside a toric variety.…

Commutative Algebra · Mathematics 2022-07-04 Christiane Görgen , Aida Maraj , Lisa Nicklasson

Random matrix models provide a phenomenological description of a vast variety of physical phenomena. Prominent examples include the eigenvalue statistics of quantum (chaotic) systems, which are conveniently characterized using the spectral…

Strongly Correlated Electrons · Physics 2021-01-29 Ward L. Vleeshouwers , Vladimir Gritsev
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