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Lyapunov functions are fundamental to establishing the stability of Markovian models, yet their construction typically demands substantial creativity and analytical effort. In this paper, we show that deep learning can automate this process…

Machine Learning · Computer Science 2025-08-26 Yanlin Qu , Jose Blanchet , Peter Glynn

We show that the nonlinear stochastic dynamics of a measurement-feedback-based coherent Ising machine (MFB-CIM) in the presence of quantum noise can be exploited to sample degenerate ground and low-energy spin configurations of the Ising…

We introduce the notion of order of magnitude reversibility (OM-reversibility) in Markov chains that are parametrized by a positive parameter $\ep$. OM-reversibility is a weaker condition than reversibility, and requires only the knowledge…

Probability · Mathematics 2011-10-26 Badal Joshi

Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…

Logic in Computer Science · Computer Science 2024-09-30 Benoît Barbot , Patricia Bouyer , Serge Haddad

We consider spin systems with nearest-neighbor interactions on an $n$-vertex $d$-dimensional cube of the integer lattice graph $\mathbb{Z}^d$. We study the effects that exponential decay with distance of spin correlations, specifically the…

Discrete Mathematics · Computer Science 2017-08-07 Antonio Blanca , Pietro Caputo , Alistair Sinclair , Eric Vigoda

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

Probability · Mathematics 2014-07-15 Vladimir Belitsky , Mikhail Menshikov , Dimitri Petritis , Marina Vachkovskaia

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…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

Classical distribution testing assumes access to i.i.d. samples from the distribution that is being tested. We initiate the study of Markov chain testing, assuming access to a single trajectory of a Markov Chain. In particular, we observe a…

Machine Learning · Computer Science 2017-12-05 Constantinos Daskalakis , Nishanth Dikkala , Nick Gravin

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise, in the limit of large N. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest…

Probability · Mathematics 2007-10-16 Nils Berglund , Bastien Fernandez , Barbara Gentz

We consider pairwise Markov random fields which have a number of important applications in statistical physics, image processing and machine learning such as Ising model and labeling problem to name a couple. Our own motivation comes from…

Discrete Mathematics · Computer Science 2016-11-29 Konstantin Avrachenkov , Lenar Iskhakov , Maksim Mironov

Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…

Data Structures and Algorithms · Computer Science 2026-03-19 Amir Azarmehr , Soheil Behnezhad , Alma Ghafari , Madhu Sudan

Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

Probability · Mathematics 2023-09-27 Raphael Erb

A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Tobias Meggendorfer

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

Probability · Mathematics 2012-08-28 Roberto Imbuzeiro Oliveira

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

Probability · Mathematics 2007-05-23 Ravi Kannan

We study an irreversible Markov chain Monte Carlo method based on a skew detailed balance condition for an one-dimensional Ising model. Dynamical behavior of the magnetization density is analyzed in order to understand the properties of…

Statistical Mechanics · Physics 2015-06-12 Yuji Sakai , Koji Hukushima

We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…

Probability · Mathematics 2016-03-08 Paolo Dai Pra , Pierre-Yves Louis , Ida Minelli

Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…

Information Theory · Computer Science 2012-05-07 Serdar Yüksel

There are several works characterizing the total-variation mixing time of a reversible Markov chain in term of natural probabilistic concepts such as stopping times and hitting times. In contrast, there is no known analog for the $L_{2}$…

Probability · Mathematics 2018-01-23 Jonathan Hermon , Yuval Peres

We investigate the local times of a continuous-time Markov chain on an arbitrary discrete state space. For fixed finite range of the Markov chain, we derive an explicit formula for the joint density of all local times on the range, at any…

Probability · Mathematics 2009-09-29 David Brydges , Remco van der Hofstad , Wolfgang König
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