Related papers: $L^{2}$-spectral gaps, weak-reversible and very we…

We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been…

The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…

Let $(X_n)_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n = \sum_{k=1}^n f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\tau_y$ the first time at which $y+S_n$ becomes non-positive. Assuming that the…

Let $\mu$ be a probability measure on $\rr^n$ ($n \geq 2$) with Lebesgue density proportional to $e^{-V (\Vert x\Vert )}$, where $V : \rr_+ \to \rr$ is a smooth convex potential. We show that the associated spectral gap in $L^2 (\mu)$ lies…

In this paper we perform a numerical study of the spectra, eigenstates, and Lyapunov exponents of the skew-shift counterpart to Harper's equation. This study is motivated by various conjectures on the spectral theory of these…

We consider the random reversible Markov kernel K obtained by assigning i.i.d. nonnegative weights to the edges of the complete graph over n vertices and normalizing by the corresponding row sum. The weights are assumed to be in the domain…

There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results which prove unique ergodicity under minimal assumptions on…

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…

The existence of a spectral gap above the ground state has far-reaching consequences for the low-energy physics of a quantum many-body system. A recent work of Movassagh [R. Movassagh, PRL 119 (2017), 220504] shows that a spatially random…

We develop a generalized Markov theory for the Markov--Lagrange and Markov spectra. The classical discrete Markov spectrum is governed by Markov numbers, the positive integers occurring in solutions of the Markov equation. We show that this…

This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The…

In this article, we considers reversible Markov chains of which $L^2$-distances can be expressed in terms of Laplace transforms. The cutoff of Laplace transforms was first discussed by Chen and Saloff-Coste in [8], while we provide here a…

We state and prove a generalized adiabatic theorem for Markov chains and provide examples and applications related to Glauber dynamics of Ising model over Z^d/nZ^d. The theorems derived in this paper describe a type of adiabatic dynamics…

For a discrete-time Markov chain $\{X(t)\}$ evolving on $\Re^\ell$ with transition kernel $P$, natural, general conditions are developed under which the following are established: 1. The transition kernel $P$ has a purely discrete spectrum,…

Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties…

Improved rates of convergence for ergodic homogeneous Markov chains are studied. In comparison to the earlier papers the setting is also generalised to the case without a unique dominated measure. Examples are provided where the new bound…

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

We consider the problem of estimating from sample paths the absolute spectral gap $\gamma_*$ of a reversible, irreducible and aperiodic Markov chain $(X_t)_{t \in \mathbb{N}}$ over a finite state space $\Omega$. We propose the ${\tt UCPI}$…

Switching ARMA models greatly enhance the standard linear models to the extent that different ARMA model is allowed in a different regime, and the regime switching is typically assumed a Markov chain on the finite states of potential…