Related papers: Strong Stationary Duality for M\"obius monotone Ma…
We study the unitary relaxation dynamics of disordered spin chains following a sudden quench of the Hamiltonian. We give analytical arguments, corroborated by specific numerical examples, to show that the existence of a stationary state…
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However,…
We consider the Ising model on the square lattice with biaxially correlated random ferromagnetic couplings, the critical point of which is fixed by self-duality. The disorder represents a relevant perturbation according to the extended…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
We consider a discrete-time random motion, Markov chain on the Poincar\'{e} disk. In the basic variant of the model a particle moves along certain circular arcs within the disk, its location is determined by a composition of random…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
For a stochastically monotone Markov chain taking values in a Polish space, we present a number of conditions for existence and for uniqueness of its stationary regime, as well as for closeness of its transient trajectories. In particular,…
An (upward) skip-free Markov chain with the set of nonnegative integers as state space is a chain for which upward jumps may be only of unit size; there is no restriction on downward jumps. In a 1987 paper, Brown and Shao determined, for an…
Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…
We start from the observation that, anytime two Markov generators share an eigenvalue, the function constructed from the product of the two eigenfunctions associated to this common eigenvalue is a duality function. We push further this…
We study the two-dimensional critical Ising model on a M\"obius strip based on a duality relation between conformally invariant boundary conditions. By using a Majorana fermion field theory, we obtain explicit representations of crosscap…
We present a Markov chain on the $n$-dimensional hypercube $\{0,1\}^n$ which satisfies $t_{{\rm mix}}(\epsilon) = n[1 + o(1)]$. This Markov chain alternates between random and deterministic moves and we prove that the chain has cut-off with…
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…
Dynamical Ising machines achieve accelerated solving of complex combinatorial optimization problems by remapping the convergence to the ground state of the classical spin networks to the evolution of specially constructed continuous…
In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…
We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…
This article is devoted to a prediction of gait kinematics based on the Markov chains in the delay space. We use hypercubic grid in the delay space of angles in the sagittal plane in the knee and hip joints to construct Markov states. Our…
We study the mixing time of Glauber dynamics on monotone systems. For monotone systems satisfying the entropic independence condition, we prove a new mixing time comparison result for Glauber dynamics. For concrete applications, we obtain…
A class of examples is constructed to show that for strictly stationary Markov chains that are reversible, the simultaneous mixing rates for the $\rho$-mixing and strong mixing ($\alpha$-mixing) conditions can be fairly arbitrary, within…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…