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Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in probability theory in general and in machine learning in particular. A Markov chain is devised so that its stationary distribution is some probability distribution of interest.…

Machine Learning · Computer Science 2017-11-02 Johan Jonasson

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

Probability · Mathematics 2014-12-23 Volker Betz , Stéphane Le Roux

Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to…

Probability · Mathematics 2008-04-15 Antonio Galves , Eva Löcherbach

Most of the text algorithms build data structures on words, mainly trees, as digital trees (tries) or binary search trees (bst). The mechanism which produces symbols of the words (one symbol at each unit time) is called a source, in…

Information Theory · Computer Science 2011-08-19 Mathieu Roux , Brigitte Vallée

Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…

Information Theory · Computer Science 2010-06-03 Siu-Wai Ho

We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we caracterize the maps corresponding to stochastic…

Probability · Mathematics 2015-06-05 Pierre Collet , Antonio Galves

Common assumptions on the source producing the words inserted in a suffix trie with $n$ leaves lead to a $\log n$ height and saturation level. We provide an example of a suffix trie whose height increases faster than a power of $n$ and…

Probability · Mathematics 2011-12-22 Peggy Cénac , Brigitte Chauvin , Frédéric Paccaut , Nicolas Pouyanne

The widespread use of large language models (LLMs) raises an important question: how do texts evolve when they are repeatedly processed by LLMs? In this paper, we define this iterative inference process as Markovian generation chains, where…

Computation and Language · Computer Science 2026-03-13 Mingmeng Geng , Amr Mohamed , Guokan Shang , Michalis Vazirgiannis , Thierry Poibeau

We describe a simple method of umbrella trajectory sampling for Markov chains. The method allows the estimation of large-deviation rate functions, for path-extensive dynamic observables, for an arbitrary number of models within a certain…

Statistical Mechanics · Physics 2018-08-01 Stephen Whitelam

Starting from a Markov chain with a finite alphabet, we consider the chain obtained when all but one symbol are undistinguishable for the practitioner. We study necessary and sufficient conditions for this chain to have continuous…

Probability · Mathematics 2014-09-23 Walter A. F. de Carvalho , Sandro Gallo , Nancy L. Garcia

The conventional perspective on Markov chains considers decision problems concerning the probabilities of temporal properties being satisfied by traces of visited states. However, consider the following query made of a stochastic system…

Logic in Computer Science · Computer Science 2024-06-24 Rajab Aghamov , Christel Baier , Toghrul Karimov , Joris Nieuwveld , Joël Ouaknine , Jakob Piribauer , Mihir Vahanwala

A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…

Probability · Mathematics 2013-05-28 Tom Alberts , Ben Rifkind

Coupled map lattices of weakly coupled Chebychev maps, so-called chaotic strings, may have a profound physical meaning in terms of dynamical models of vacuum fluctuations in stochastically quantized field theories. Here we present analytic…

Chaotic Dynamics · Physics 2013-05-30 Stefan Groote , Hardi Veermäe , Christian Beck

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Probability · Mathematics 2016-12-09 Roberto Imbuzeiro Oliveira

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2007-05-23 O. V. Usatenko , V. A. Yampol'skii

It is shown that different ways of interacting strings formed in high energy nucleus-nucleus collisions cause a different strength of the chaoticity parameter lambda of Bose-Einstein correlations. In particular, in the case of percolation…

High Energy Physics - Phenomenology · Physics 2009-10-31 M. A. Braun , F. del Moral , C. Pajares

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Z. A. Mayzelis , S. S. Apostolov , S. S. Mel'nyk , O. V. Usatenko , V. A. Yampol'skii

String complexity is defined as the cardinality of a set of all distinct words (factors) of a given string. For two strings, we introduce the joint string complexity as the cardinality of a set of words that are common to both strings.…

Information Theory · Computer Science 2018-05-24 Philippe Jacquet , Dimitris Milioris , Wojciech Szpankowski

Interactive Markov chains (IMC) are compositional behavioural models extending labelled transition systems and continuous-time Markov chains. We provide a framework and algorithms for compositional verification and optimization of IMC with…

Logic in Computer Science · Computer Science 2013-12-05 Holger Hermanns , Jan Krčál , Jan Křetínský

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri