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Establishing cutoff, an abrupt transition from "not mixed" to "well mixed", is a classical topic in the theory of mixing times for Markov chains. Interest has grown recently in determining not only the existence of cutoff and the order of…

Probability · Mathematics 2024-12-11 Evita Nestoridi , Sam Olesker-Taylor

A homogeneous mass-fragmentation, as it has been defined in \cite{RFC}, describes the evolution of the collection of masses of fragments of an object which breaks down into pieces as time passes. Here, we show that this model can be…

Probability · Mathematics 2007-05-23 Jean Bertoin

We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…

Probability · Mathematics 2011-07-05 Josh Abramson , Jim Pitman

A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…

Probability · Mathematics 2012-02-28 Mohammed Abdullah

We analyze the problem of discovering long cycles inside a graph. We propose and test two algorithms for this task. The first one is based on recent advances in statistical mechanics and relies on a message passing procedure. The second…

Statistical Mechanics · Physics 2007-07-03 Enzo Marinari , Guilhem Semerjian , Valery Van Kerrebroeck

We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the…

Probability · Mathematics 2021-03-09 Nicolas Privault

We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…

Probability · Mathematics 2020-10-19 Gage Bonner , Jean-Luc Thiffeault , Benedek Valko

The purpose of this paper is to extend the investigation of the Fleming-Viot process in discrete space started in a previous work to two specific examples. The first one corresponds to a random walk on the complete graph. Due to its…

Probability · Mathematics 2016-03-16 Bertrand Cloez , Marie-Noémie Thai

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

Probability · Mathematics 2026-04-08 Antal A. Járai , Christian Mönch , Lorenzo Taggi

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We present here a study of the clustering and cycles in the graph of Internet at the Autonomous Systems level. We show that,even if the whole structure is changing with time, the statistical distributions of loops of order 3,4,5 remain…

Disordered Systems and Neural Networks · Physics 2016-08-31 Ginestra Bianconi , Guido Caldarelli , Andrea Capocci

We consider Markov jump processes on a graph described by a rate matrix that depends on various control parameters. We derive explicit expressions for the static responses of edge currents and steady-state probabilities. We show that they…

Statistical Mechanics · Physics 2024-08-28 Timur Aslyamov , Massimiliano Esposito

We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…

Optimization and Control · Mathematics 2026-03-30 Thao Le , Robbert van der Burg , Bernd Heidergott , Ines Lindner , Alessandro Zocca

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov

The excursion set approach uses the statistics of the density field smoothed on a wide range of scales, to gain insight into a number of interesting processes in nonlinear structure formation, such as cluster assembly, merging and…

Cosmology and Nongalactic Astrophysics · Physics 2014-10-13 Marcello Musso , Ravi K. Sheth

Given a semi-Markov law, using an additional parameter, we consider a family of stochastic flows corresponding to that law. Then we suitably select a particular flow, for which we obtain expressions of the meeting and merging probabilities…

Probability · Mathematics 2022-10-20 Anindya Goswami , Ravishankar Kapildev Yadav

We show that in three different critical regimes, the masses of the connected components of rank-2 multiplicative random graph converge to lengths of excursions of a thinned L\'{e}vy process, perhaps with random coefficients. The three…

Probability · Mathematics 2024-10-15 David Clancy

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

We propose a Kuramoto model of coupled oscillators on a time-varying graph, whose dynamics is dictated by a Markov process in the space of graphs. The simplest representative is considering a base graph and then the subgraph determined by…

Probability · Mathematics 2023-07-10 Pablo Groisman , Ruojun Huang , Hernan Vivas
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