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In an influential paper, Courtois and Semal (1984) establish that when $G$ is an irreducible substochastic matrix for which $\sum_{n=0}^{\infty}G^n <\infty$, then the stationary distribution of any stochastic matrix $P\ge G$ can be…

Probability · Mathematics 2022-08-09 Zeyu Zheng , Alex Infanger , Peter W. Glynn

We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…

Probability · Mathematics 2025-08-19 Nils Berglund

Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for general additive…

Probability · Mathematics 2022-07-02 S. Valère Bitseki Penda , Jean-François Delmas

Consider an $n\times n$ matrix $P$ with the following properties. All entries in $P$ are positive or $0$, the sum of each row is 1 and for all $i$ and $j$ in $\{1,\dots,n\}$ there exists a natural number $k$ such that the $(i,j)$ entry of…

Probability · Mathematics 2025-06-17 Rinaldo B. Schinazi

We introduce toric promotion as a cyclic analogue of Sch\"utzenberger's promotion operator. Toric promotion acts on the set of labelings of a graph $G$. We discuss connections between toric promotion and previously-studied notions such as…

Combinatorics · Mathematics 2022-09-20 Colin Defant

Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…

Probability · Mathematics 2021-10-07 Gerold Alsmeyer , Sara Brofferio , Dariusz Buraczewski

We employ techniques from optimal transport in order to prove decay of transfer operators associated to iterated functions systems and expanding maps, giving rise to a new proof without requiring a Doeblin-Fortet (or Lasota-Yorke)…

Dynamical Systems · Mathematics 2015-08-25 Benoit Kloeckner , Artur Lopes , Manuel Stadlbauer

We study the matrices Q_k of in-forests of a weighted digraph G and their connections with the Laplacian matrix L of G. The (i,j) entry of Q_k is the total weight of spanning converging forests (in-forests) with k arcs such that i belongs…

Combinatorics · Mathematics 2007-05-23 Pavel Chebotarev , Rafig Agaev

We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…

Probability · Mathematics 2008-11-10 Dariusz Buraczewski , Ewa Damek , Yves Guivarc'h

We analyze families of Markov chains that arise from decomposing tensor products of irreducible representations. This illuminates the Burnside-Brauer Theorem for building irreducible representations, the McKay Correspondence, and Pitman's…

Representation Theory · Mathematics 2018-10-02 Georgia Benkart , Persi Diaconis , Martin W. Liebeck , Pham Huu Tiep

In this work we survey on connections of Markov chains and the theory of multiple orthogonality. Here we mainly concentrate on give a procedure to generate stochastic tetra diagonal Hessenberg matrices, coming from some specific families of…

Probability · Mathematics 2023-04-11 Amílcar Branquinho , Juan E. F. Díaz , Ana Foulquié-Moren , Manuel Mañas

We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…

Probability · Mathematics 2018-08-22 Andreas Eberle , Mateusz B. Majka

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…

Strongly Correlated Electrons · Physics 2014-05-14 S. Iblisdir

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…

Probability · Mathematics 2007-05-23 Richard F. Bass , Takashi Kumagai

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…

Statistics Theory · Mathematics 2012-07-10 Bernd Sturmfels

We prove an ergodic theorem for Markov chains indexed by the Ulam-Harris-Neveu tree over large subsets with arbitrary shape under two assumptions: with high probability, two vertices in the large subset are far from each other and have…

Probability · Mathematics 2026-03-11 Julien Weibel

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

Probability · Mathematics 2022-06-17 Satoru Odake , Ryu Sasaki

For Markov chains with a partially ordered finite state space we show strong stationary duality under the condition of M\"obius monotonicity of the chain. We show relations of M\"obius monotonicity to other definitions of monotone chains.…

Probability · Mathematics 2011-01-04 Pawel Lorek , Ryszard Szekli

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…

Data Structures and Algorithms · Computer Science 2023-04-11 Prateek Bhakta , Ben Cousins , Matthew Fahrbach , Dana Randall