Related papers: Ergodicity for the $GI/G/1$-type Markov Chain

A constructive proof is given to the fact that any ergodic Markov chain can be realized as a random walk subject to a synchronizing road coloring. Redundancy (ratio of extra entropy) in such a realization is also studied.

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…

This note extends the work of Foss and Tweedie (1997), who showed that availability of the classic Coupling from The Past algorithm of Propp and Wilson (1996) is essentially equivalent to uniform ergodicity for a Markov chain (see also…

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…

A one dimensional classically chaotic spin chain with asymmetric coupling and two different inter-spin interactions, nearest neighbors and all-to-all, has been considered. Depending on the interaction range, dynamical properties, as…

Time series often exhibit non-ergodic behaviour that complicates forecasting and inference. This article proposes a likelihood-based approach for estimating ergodicity transformations that addresses such challenges. The method is broadly…

In this note we prove some sufficient conditions for ergodicity of a Levy-type process, such that on the test functions the generator of the respective semigroup is of the form $$ Lf(x) = a(x)f'(x) + \int_{\mathbb{R}}{ \left( f(x+u)-f(x)-…

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

We present Lyapunov-type conditions for non-strong ergodicity of Markov processes. Some concrete models are discussed including diffusion processes on Riemannian manifolds and Ornstein-Uhlenbeck processes driven by symmetric $\alpha$-stable…

This work develops a rigorous framework for analysing ergodicity and mixing in time-inhomogeneous quantum dynamics. It considers quantum evolutions generated by sequences of quantum channels and examines in detail the relationship between…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Given access to a single long trajectory generated by an unknown irreducible Markov chain $M$, we simulate an $\alpha$-lazy version of $M$ which is ergodic. This enables us to generalize recent results on estimation and identity testing…

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…

Applying non-ergodic quadratic stochastic operator the continual family of weak ergodic non-homogeneous Markov chains is constructed.

A criterion of joint ergodicity of several sequences of transformations of a probability measure space $X$ of the form $T_{i}^{\phi_{i}(n)}$ is given for the case where $T_{i}$ are commuting measure preserving transformations of $X$ and…

We prove exponential decay of pair correlations for 1D stationary point processes when spacings satisfy a Markov condition, geometric ergodicity, and a condition on exponential moments. The conditions are phrased for stationary sequences of…

In this paper we establish the ergodicity of Langevin dynamics for simple two-particle system involving a Lennard-Jones type potential. To the best of our knowledge, this is the first such result for a system operating under this type of…

Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…