Related papers: $L^{2}$-spectral gaps for time discrete reversible…

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…

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…

We apply coupling techniques in order to prove that the transfer operators associated with random topological Markov chains and non-stationary shift spaces with the big images and preimages-property have a spectral gap.

We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…

We consider metrics which are preserved under a $p$-Wasserstein transport map, up to a possible contraction. In the case $p=1$ this corresponds to a metric which is uniformly curved in the sense of coarse Ricci curvature. We investigate the…

It is well-known that entire functions whose spectrum belongs to a fixed bounded set $S$ admit real uniformly discrete uniqueness sets $\Lambda$. We show that the same is true for much wider spaces of continuous functions. In particular,…

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

We provide an introduction to Dirichlet forms on discrete spaces and study their global properties such as recurrence, stochastic completeness and regularity of the Neumann form. In this setting we compare the notion of a recurrent…

We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…

In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…

We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…

The abelian sandpile model defines a Markov chain whose states are integer-valued functions on the vertices of a simple connected graph $G$. By viewing this chain as a (nonreversible) random walk on an abelian group, we give a formula for…

For the almost Mathieu operator with a small coupling constant, for a series of spectral gaps, we describe the asymptotic locations of the gaps and get lower bounds for their lengths. The results are obtained by analysing a monodromy…

We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on…

We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

We provide a simplified proof of the existence, under some assumptions, of a spectral gap for the Perron-Frobenius operator of piecewise uniformly expanding maps on Riemannian manifolds when acting on some Sobolev spaces. Its consequences…

Assume that one observes the $k$th, $2k$th$,\ldots,nk$th value of a Markov chain $X_{1,h},\ldots,X_{nk,h}$. That means we assume that a high frequency Markov chain runs in the background on a very fine time grid but that it is only observed…

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

We develop a general technique, based on a Bochner-type identity, to estimate spectral gaps of a class of Markov operator. We apply this technique to various interacting particle systems. In particular, we give a simple and short proof of…