Related papers: Markov chains, $\mathscr R$-trivial monoids and re…
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…
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…
The rotor walk is a derandomized version of the random walk on a graph. On successive visits to any given vertex, the walker is routed to each of the neighboring vertices in some fixed cyclic order, rather than to a random sequence of…
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…
A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…
We consider two natural models of random walks on a module $V$ over a finite commutative ring $R$ driven simultaneously by addition of random elements in $V$, and multiplication by random elements in $R$. In the coin-toss walk, either one…
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…
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…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
Given a finite Markov chain, we investigate the first minors of the transition matrix of a lifting of this Markov chain to covering trees. In a simple case we exhibit a nice factorisation of these minors, and we conjecture that it holds…
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…
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…
We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By…
We propose the study of Markov chains on groups as a "quasi-isometry invariant" theory that encompasses random walks. In particular, we focus on certain classes of groups acting on hyperbolic spaces including (non-elementary) hyperbolic and…
Let $G$ be a finite tree with root $r$ and associate to the internal vertices of $G$ a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd $G$ into a graph $G^\prime$ constructed by gluing finite linear…
We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…