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Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…

Probability · Mathematics 2021-12-01 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

Nonlinear Markov Chains (nMC) are regarded as the original (linear) Markov Chains with nonlinear small perturbations. It fits real-world data better, but its associated properties are difficult to describe. A new approach is proposed to…

Probability · Mathematics 2022-12-13 Kaichen Xu

We present several new results on the feasibility of inferring the hidden states in strongly-connected trackable weak models. Here, a weak model is a directed graph in which each node is assigned a set of colors which may be emitted when…

Machine Learning · Computer Science 2020-01-22 Mark Chilenski , George Cybenko , Isaac Dekine , Piyush Kumar , Gil Raz

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…

General Economics · Economics 2020-05-20 Olivera Kostoska , Viktor Stojkoski , Ljupco Kocarev

Many seemingly disparate Markov chains are unified when viewed as random walks on the set of chambers of a hyperplane arrangement. These include the Tsetlin library of theoretical computer science and various shuffling schemes. If only…

Combinatorics · Mathematics 2010-02-08 Christos A. Athanasiadis , Persi Diaconis

Networks model the architecture backbone of complex systems. The backbone itself can change over time leading to what is called `temporal networks'. Interpreting temporal networks as trajectories in graph space of a latent graph dynamics…

Physics and Society · Physics 2024-12-20 Annalisa Caligiuri , Tobias Galla , Lucas Lacasa

We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…

Probability · Mathematics 2022-05-19 Ioannis Karatzas , Jan Maas , Walter Schachermayer

Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

Time-continuous dynamical systems defined on graphs are often used to model complex systems with many interacting components in a non-spatial context. In the reverse sense attaching meaningful dynamics to given 'interaction diagrams' is a…

Molecular Networks · Quantitative Biology 2010-07-02 Markus Kirkilionis , Luca Sbano

Most instruments - formalisms, concepts, and metrics - for social networks analysis fail to capture their dynamics. Typical systems exhibit different scales of dynamics, ranging from the fine-grain dynamics of interactions (which recently…

Social and Information Networks · Computer Science 2011-02-04 Nicola Santoro , Walter Quattrociocchi , Paola Flocchini , Arnaud Casteigts , Frederic Amblard

The times of temporal-network events and their correlations contain information on the function of the network and they influence dynamical processes taking place on it. To extract information out of correlated event times, techniques such…

Physics and Society · Physics 2019-12-10 Jari Saramäki , Mikko Kivelä , Márton Karsai

Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…

Machine Learning · Computer Science 2018-08-15 Lu Liu , Zhiguang Wang

We review recent results on the metastable behavior of continuous-time Markov chains derived through the characterization of Markov chains as unique solutions of martingale problems.

Probability · Mathematics 2018-07-12 C. Landim

A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…

Quantum Physics · Physics 2022-03-18 A. Vourdas

This paper proposes a simple procedure to decide whether the empirically-observed adjacency or weights matrix, which characterizes the graph underlying a socio-economic network, is sufficiently symmetric (respectively, asymmetric) to…

Physics and Society · Physics 2007-05-23 Giorgio Fagiolo

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Methodology · Statistics 2026-04-09 Qin Fang , Xinghao Qiao , Zihan Wang

We study discrete time crystals (DTCs) in periodically driven quantum systems, in the presence of non-Markovian dissipation. In contrast to DTCs observed in earlier works in the presence of Markovian dynamics, using the open Dicke model in…

Quantum Physics · Physics 2024-07-24 Bandita Das , Noufal Jaseem , Victor Mukherjee
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