Related papers: A generalization of carries process and Eulerian n…
The "carries" when n random numbers are added base b form a Markov chain with an "amazing" transition matrix determined by Holte. This same Markov chain occurs in following the number of descents or rising sequences when n cards are…
The number of ``carries'' when $n$ random integers are added forms a Markov chain [23]. We show that this Markov chain has the same transition matrix as the descent process when a deck of $n$ cards is repeatedly riffle shuffled. This gives…
As a continuation to our previous work, we consider a generalization of carries process. Our results are : (i) right eigenvectors of the transition probability matrix, (ii) correlation of carries between different steps, and (iii)…
Adding a column of numbers produces "carries" along the way. We show that random digits produce a pattern of carries with a neat probabilistic description: the carries form a one-dependent determinantal point process. This makes it easy to…
We consider a stationary Markov process that models certain queues with a bulk service of a fixed number $m$ of admitted customers. We find an integral expression of its transition probability function in terms of certain multi-orthogonal…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
We consider a generalization of Eulerian numbers which count the number of placements of $cn$ "rooks" on an $n\times n$ board where there are exactly $c$ rooks in each row and each column, and exactly $k$ rooks below the main diagonal. The…
The typicality approach and the Hilbert space averaging method as its technical manifestation are important concepts of quantum statistical mechanics. Extensively used for expectation values we extend them in this paper to transition…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
We define a new family of generalized Stirling permutations that can be interpreted in terms of ordered trees and forests. We prove that the number of generalized Stirling permutations with a fixed number of ascents is given by a natural…
We give a recursive construction of the stationary distribution of multi-type asymmetric simple exclusion processes on a finite ring or on the infinite line $Z$. The construction can be interpreted in terms of "multi-line diagrams" or…
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…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
We give a new combinatorial interpretation of the stationary distribution of the (partially) asymmetric exclusion process on a finite number of sites in terms of decorated alternative trees and colored permutations. The corresponding…
We make a systematic study of matroidal mixed Eulerian numbers which are certain intersection numbers in the matroid Chow ring generalizing the mixed Eulerian numbers introduced by Postnikov. These numbers are shown to be valuative and obey…