Related papers: On Kesten's Multivariate Choquet-Deny Lemma

We discuss a matrix of periodic holomorphic functions in the upper and lower half-plane which can be obtained from a factorization of an Andersen-Kashaev state integral of a knot complement with remarkable analytic and asymptotic properties…

We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms…

We prove that all groups of exponential growth support non-constant positive harmonic functions. In fact, out results hold in the more general case of strongly connected, finitely supported Markov chains invariant under some transitive…

We investigate multivariate regular variation in the context of time-homogeneous Markov chains on general vector spaces and in random coefficient linear models. In the first part, we show that the regular variation of the stationary…

In this paper, we consider convergence properties of a second order Markov chain. Similar to a column stochastic matrix is associated to a Markov chain, a so called {\em transition probability tensor} $P$ of order 3 and dimension $n$ is…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

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…

Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…

In this paper, we study the controllability and stabilizability properties of the Kolmogorov forward equation of a continuous time Markov chain (CTMC) evolving on a finite state space, using the transition rates as the control parameters.…

Let $(A_i)_{i \geq 0}$ be a finite state irreducible aperiodic Markov chain and $f$ a lattice score function such that the average score is negative and positive scores are possible. Define $S_0:=0$ and $S_k:=\sum_{i=1}^k f(A_i)$ the…

Let $n \in \N$ and $M_n$ be the algebra of $n \times n$ matrices. We call a function $f$ matrix monotone of order $n$ or $n$-monotone in short whenever the inequality $f(a) \leq f(b)$ holds for every pair of selfadjoint matrices $a, b \in…

We present a coherent approach to recurrence and transience, starting from a version of the Riesz decomposition theorem for superharmonic elements. Our approach allows straightforward proofs of some known results, entails new theorems, and…

This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

We study the probability that an AR(1) Markov chain $X_{n+1}=aX_n+\xi_{n+1}$, where $a\in(0,1)$ is a constant, stays non-negative for a long time. We find the exact asymptotics of this probability and the weak limit of $X_n$ conditioned to…

Constant weight codes can arise from an input process sampled from a periodic Markov chain. A previous result showed that, in general, polarization does not occur for input-output processes with an underlying periodic Markov chain. In this…

This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…

In a recent work with Kindler and Wimmer we proved an invariance principle for the slice for low-influence, low-degree functions. Here we provide an alternative proof for general low-degree functions, with no constraints on the influences.…

This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.

A joint degree matrix (JDM) specifies the number of connections between nodes of given degrees in a graph, for all degree pairs and uniquely determines the degree sequence of the graph. We consider the space of all balanced realizations of…