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

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

We derive a generalization of the Perron-Frobenius theorem to time-varying row-stochastic matrices as follows: using Kolmogorov's concept of absolute probability sequences, which are time-varying analogs of principal eigenvectors, we…

Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while…

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…

We consider generic i.e., forming an everywhere dense massive subset classes of Markov operators in the space $L^2(X,\mu)$ with a finite continuous measure. Since there is a canonical correspondence that associates with each Markov operator…

We consider an electrical chain of N nonlinear capacitors coupled by linear inductors assuming that voltage dependence of capacitors represents an even function. We prove that only 5 symmetry determined nonlinear normal modes (NNM) can…

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…

We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…

We prove that over a commutative semiring every symmetric strongly invertible matrix with nonnegative numerical range has a Cholesky decomposition.

Let $A\in\mathbb{R}^{n\times n}$ be a random matrix with independent entries, and suppose that the entries are "uniformly anticoncentrated" in the sense that there is a constant $\varepsilon>0$ such that each entry $a_{ij}$ satisfies…

If $(C_n)$ is a Markov chain on a discrete state space ${\mathcal{S}}$, a Markov chain $(C_n,M_n)$ on the product space ${\mathcal{S}}\times{\mathcal{S}}$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov…

Let $M$ be an irreducible transition matrix on a finite state space $V$. For a Markov chain $C=(C_k,k\geq 0)$ with transition matrix $M$, let $\tau^{\geq 1}_u$ denote the first positive hitting time of $u$ by $C$, and $\rho$ the unique…

For any primitive matrix $M\in\mathbb{R}^{n\times n}$ with positive diagonal entries, we prove the existence and uniqueness of a positive vector $\mathbf{x}=(x_1,\dots,x_n)^t$ such that $M\mathbf{x}=(\frac{1}{x_1},\dots,\frac{1}{x_n})^t$.…

All the coherent pairs of measures associated to linear functionals $c_0$ and $c_1$, introduced by Iserles et al in 1991, have been given by Meijer in 1997. There exist seven kinds of coherent pairs. All these cases are explored in order to…

We study a model of directed polymers with an exponentially recurrent Markov chain and an indefinitely divisible random environment. We prove that the normalized partition function converges exponentially fast towards zero at all…

For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for…

Given a weakly decreasing positive integer sequence $\lambda = (\lambda_1,\dotsc,\lambda_\ell)$ summing to $n$, let $\chi^\lambda$ denote the irreducible character of the symmetric group $S_n$ indexed by $\lambda$. This representation has…

The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…

In a general setting we solve the following inverse problem: Given a positive operators $R$, acting on measurable functions on a fixed measure space $(X,\mathcal B_X)$, we construct an associated Markov chain. Specifically, starting with a…

We prove the following: there is a primitive recursive function f_-^*(-,-), in the three variables, such that: for every natural numbers t,n>0, and c, for any natural number k>=f^*_t(n,c) the following holds. Assume L is an alphabet with…