Related papers: One dimensional Markov random fields, Markov chain…
The phase diagram and the order parameters of the exactly solvable quantum 1D model are analysed. The model in its spin representation is the dimerized XY spin chain in the presence of uniform and staggered transverse fields. In the…
We propose a flexible prior model for the parameters of binary Markov random fields (MRF) defined on rectangular lattices and with maximal cliques defined from a template maximal clique. The prior model allows higher-order interactions to…
We present a new statistical test to detect that a presented state of a reversible Markov chain was not chosen from a stationary distribution. In particular, given a value function for the states of the Markov chain, we would like to…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…
We use strong sub-additivity of entanglement entropy, Lorentz invariance, and the Markov property of the vacuum state of a conformal field theory to give a new proof of the irreversibility of the renormalization group in d=4 space-time…
Let $\{W_t\}_{t=1}^{\infty}$ be a finite state stationary Markov chain, and suppose that $f$ is a real-valued function on the state space. If $f$ is bounded, then Gillman's expander Chernoff bound (1993) provides concentration estimates for…
We describe a new variational lower-bound on the minimum energy configuration of a planar binary Markov Random Field (MRF). Our method is based on adding auxiliary nodes to every face of a planar embedding of the graph in order to capture…
Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…
Given a TQFT in dimension d+1, and an infinite cyclic covering of a closed (d+1)-dimensional manifold M, we define an invariant taking values in a strong shift equivalence class of matrices. The notion of strong shift equivalence originated…
We continue the analysis of nontrivial examples of quantum Markov processes. This is done by applying the construction of entangled Markov chains obtained from classical Markov chains with infinite state--space. The formula giving the joint…
Several types of graphs with different conditional independence interpretations --- also known as Markov properties --- have been proposed and used in graphical models. In this paper we unify these Markov properties by introducing a class…
We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…
Monolayers of transition-metal dichalcogenides (TMDs) are two-dimensional materials whose low energy sector consists of two inequivalent valleys. The valence bands have a large spin splitting due to strong spin-orbit coupling. Furthermore…
We explore two notions of stationary processes. The first is called a random-step Markov process in which the stationary process of states, $(X_i)_{i \in \mathbb{Z}}$ has a stationary coupling with an independent process on the positive…
Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…
We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The…
We propose certain conditions which are sufficient for the functional law of the iterated logarithm (the Strassen invariance principle) for some general class of non-stationary Markov-Feller chains. This class may be briefly specified by…
In this paper we consider stationary Markov chains with trivial two-sided tail sigma field, and prove that additive functionals satisfy the central limit theorem provided the variance of partial sums divided by n is bounded.