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The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…

Statistics Theory · Mathematics 2026-02-06 Geoffrey Wolfer , Pierre Alquier

The MultiQueue is a relaxed concurrent priority queue consisting of $n$ internal priority queues, where an insertion uses a random queue and a deletion considers two random queues and deletes the minimum from the one with the smaller…

Data Structures and Algorithms · Computer Science 2025-02-20 Stefan Walzer , Marvin Williams

We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…

Probability · Mathematics 2021-11-08 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

We provide results of a deterministic approximation for non-Markovian stochastic processes modeling finite populations of individuals who recurrently play symmetric finite games and imitate each other according to payoffs. We show that a…

Dynamical Systems · Mathematics 2023-06-05 Ozgur Aydogmus , Yun Kang

We study a one-to-one labor matching market. If a worker considers resigning from her current job to obtain a better one, how long does it take for this worker to actually get it? We present an algorithm that models this situation as a…

Theoretical Economics · Economics 2024-05-14 Agustin G. Bonifacio , Nadia Guiñazu , Noelia Juarez , Pablo Neme , Jorge Oviedo

This paper studies a large number of homogeneous Markov decision processes where the transition probabilities and costs are coupled in the empirical distribution of states (also called mean-field). The state of each process is not known to…

Optimization and Control · Mathematics 2020-12-03 Jalal Arabneydi , Amir G. Aghdam

We use the Markov chain approximation method to construct approximations for the solution of the mean field game (MFG) with reflecting barriers studied in Bayraktar, Budhiraja, and Cohen (2017). The MFG is formulated in terms of a…

Optimization and Control · Mathematics 2018-08-28 Erhan Bayraktar , Amarjit Budhiraja , Asaf Cohen

The deterministic dynamics of randomly connected neural networks are studied, where a state of binary neurons evolves according to a discreet-time synchronous update rule. We give a theoretical support that the overlap of systems' states…

Statistical Mechanics · Physics 2015-03-10 Taro Toyoizumi , Haiping Huang

We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of $M$ users and $N \geq M$ resources. For each user-resource pair $(i,j)$, there is an…

Optimization and Control · Mathematics 2015-03-17 Yi Gai , Bhaskar Krishnamachari , Mingyan Liu

We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…

Probability · Mathematics 2022-06-28 Thomas Krak

We consider the computational task of sampling a bit string $x$ from a distribution $\pi(x)=|\langle x|\psi\rangle|^2$, where $\psi$ is the unique ground state of a local Hamiltonian $H$. Our main result describes a direct link between the…

Quantum Physics · Physics 2023-11-09 Sergey Bravyi , Giuseppe Carleo , David Gosset , Yinchen Liu

This paper describes a data reduction technique in case of a markov chain of specified order. Instead of observing all the transitions in a markov chain we record only a few of them and treat the remaining part as missing. The decision…

Methodology · Statistics 2018-07-17 Atanu Kumar Ghosh , Arnab Chakraborty

We propose a bottom-up approach to the study of possession and its outcomes for association football, based on probabilistic finite state automata with transition probabilities described by a Markov process. We show how even a very simple…

Probability · Mathematics 2014-04-01 Javier López Peña

Ge and Stefankovic have recently introduced a novel two-variable graph polynomial. When specialised to a bipartite graphs G and evaluated at the point (1/2,1) this polynomial gives the number of independent sets in the graph. Inspired by…

Probability · Mathematics 2012-01-18 Leslie Ann Goldberg , Mark Jerrum

A rotor walk in a directed graph can be thought of as a deterministic version of a Markov Chain, where a pebble moves from vertex to vertex following a simple rule until a terminal vertex, or sink, is reached. The ARRIVAL problem, as…

Computer Science and Game Theory · Computer Science 2022-05-03 David Auger , Pierre Coucheney , Loric Duhaze

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

A universal feature of human societies is the adoption of systems of rules and norms in the service of cooperative ends. How can we build learning agents that do the same, so that they may flexibly cooperate with the human institutions they…

Artificial Intelligence · Computer Science 2024-02-23 Ninell Oldenburg , Tan Zhi-Xuan

We consider a vector of $N$ independent binary variables, each with a different probability of success. The distribution of the vector conditional on its sum is known as the conditional Bernoulli distribution. Assuming that $N$ goes to…

Computation · Statistics 2020-12-08 Jeremy Heng , Pierre E. Jacob , Nianqiao Ju

For a relatively large class of well-behaved absorbing (or killed) finite Markov chains, we give detailed quantitative estimates regarding the behavior of the chain before it is absorbed (or killed). Typical examples are random walks on…

Probability · Mathematics 2019-06-13 Persi Diaconis , Kelsey Houston-Edwards , Laurent Saloff-Coste

For professional basketball, finding valuable and suitable players is the key to building a winning team. To deal with such challenges, basketball managers, scouts and coaches are increasingly turning to analytics. Objective evaluation of…

Applications · Statistics 2016-07-26 Lu Xin , Mu Zhu , Hugh Chipman