Related papers: Generalized crested products of Markov chains
We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…
At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of…
We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…
In this paper we introduce generalised Markov numbers and extend the classical Markov theory for the discrete Markov spectrum to the case of generalised Markov numbers. In particular we show recursive properties for these numbers and find…
We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…
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…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
Let $G$ be a finite group with $k$ conjugacy classes, and $S(\infty)$ be the infinite symmetric group, i.e. the group of finite permutations of $\left\{1,2,3,\ldots\right\}$. Then the wreath product $G_{\infty}=G\sim S(\infty)$ of $G$ with…
We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process…
The partially asymmetric exclusion process (PASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of N sites. It is partially asymmetric…
We determine an explicit Gr\"obner basis, consisting of linear forms and determinantal quadrics, for the prime ideal of Raftery's mixture transition distribution model for Markov chains. When the states are binary, the corresponding…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…
We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
Let $G$ be a finite group. Let $H, K$ be subgroups of $G$ and $H \backslash G / K$ the double coset space. Let $Q$ be a probability on $G$ which is constant on conjugacy classes ($Q(s^{-1} t s) = Q(t)$). The random walk driven by $Q$ on $G$…
The aim of this paper is to develop a general theory for the class of skip-free Markov chains on denumerable state space. This encompasses their potential theory via an explicit characterization of their potential kernel expressed in terms…
Consider the generalized iterated wreath product $\mathbb{Z}_{r_1}\wr \mathbb{Z}_{r_2}\wr \ldots \wr \mathbb{Z}_{r_k}$ where $r_i \in \mathbb{N}$. We prove that the irreducible representations for this class of groups are indexed by a…