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Related papers: Markov chain methods for small-set expansion

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We describe an algorithm for computing the maximal invariant set for a Markov chain with linear safety constraints on the distribution over states. We then propose a Markov chain synthesis method that guarantees finite determination of the…

Optimization and Control · Mathematics 2019-05-06 Dylan Janak , Behçet Açıkmeşe

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…

Probability · Mathematics 2014-02-04 Anja Janßen , Johan Segers

One of the key ingredients to successfully apply Stein's method for distributional approximation are solutions to the Stein equations and their derivatives. Using Barbour's generator approach, one can solve for the solutions to the Stein…

Probability · Mathematics 2019-06-04 Han L. Gan

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

Dynamical Systems · Mathematics 2023-06-22 Roland Prohaska

A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…

Probability · Mathematics 2007-05-23 R. W. R. Darling

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…

Probability · Mathematics 2018-10-11 Alexander Erreygers , Jasper De Bock

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

We consider the problem of performing inference with imprecise continuous-time hidden Markov chains, that is, imprecise continuous-time Markov chains that are augmented with random output variables whose distribution depends on the hidden…

Probability · Mathematics 2017-05-09 Thomas Krak , Jasper De Bock , Arno Siebes

It is well known, mainly because of the work of Kurtz, that density dependent Markov chains can be approximated by sets of ordinary differential equations (ODEs) when their indexing parameter grows very large. This approximation cannot…

Performance · Computer Science 2014-04-04 Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich , Alessio Angius , Gianfranco Balbo

We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…

Probability · Mathematics 2015-10-09 Daniel Paulin

We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…

Probability · Mathematics 2025-12-24 Bar Light

Motivated by a paradigm shift towards a hyper-connected world, we develop a computationally tractable small-gain theorem for a network of infinitely many systems, termed as infinite networks. The proposed small-gain theorem addresses…

Dynamical Systems · Mathematics 2020-02-18 Navid Noroozi , Andrii Mironchenko , Christoph Kawan , Majid Zamani

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

Probability · Mathematics 2020-05-28 Giovanni Conforti

For irreducible, time-homogeneous Markov networks, mutual linearity has recently been established for both occupation probabilities and network currents in the stationary regime as well as in the non-stationary regime in Laplace space. The…

Statistical Mechanics · Physics 2026-05-04 Julian B. Voits , Ulrich S. Schwarz

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

An emerging trend in approximate counting is to show that certain `low-temperature' problems are easy on typical instances, despite worst-case hardness results. For the class of regular graphs one usually shows that expansion can be…

Data Structures and Algorithms · Computer Science 2024-02-06 Charles Carlson , Ewan Davies , Alexandra Kolla

Consider a finite irreducible Markov chain with invariant probability $\pi$. Define its inverse communication speed as the expectation to go from x to y, when x, y are sampled independently according to $\pi$. In the discrete time setting…

Probability · Mathematics 2016-08-30 Vivek Borkar , Laurent Miclo

In this paper, we propose a distributed algorithm for the minimum dominating set problem. For some especial networks, we prove theoretically that the achieved answer by our proposed algorithm is a constant approximation factor of the exact…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-05 Sharareh Alipour , Ehsan Futuhi , Shayan Karimi