Related papers: Markov loops in discrete spaces
We construct strong stationary dual chains for Ising model on a circle, non-symmetric random walk on square lattice and a random walk on hypercube. The strong stationary dual chains are all sharp and have the same state space as original…
This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…
We introduce and study a Markov field on the edges of a graph in dimension $d\geq2$ whose configurations are spin networks. The field arises naturally as the edge-occupation field of a Poissonian model (a soup) of non-backtracking loops and…
This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC)…
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 study the complex free field associated with a symmetric Markov chain. Applications are given to loop ensembles, second Ray Knight theorem and random Eulerian circuits.
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
We investigate the relations between the Poissonnian loop ensembles , their occupation fields, non ramified Galois coverings of a graph, the associated gauge fields, and random Eulerian networks.
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
Since the work of Lawler and Werner on "loop soups", these ensembles have also been the object of many investigations. Their properties can be studied in the context of rather general Markov processes, in particular Markov chains on graphs.…
We develop a theory of the field of double Laurent series, iterated Laurent series, and Malcev-Neumann series that applies to most constant term evaluation problems. These include (i) MacMahon's partition analysis, counting solutions of…
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,…
The study of Markov chains on discrete spaces, such as digraphs, has captivated mathematicians in recent decades due to its interconnectedness with topology, geometry, dynamics, spectral theory, and differential equations. Furthermore,…
We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we caracterize the maps corresponding to stochastic…
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We…
In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g\l owski (2015). Here, we turn our attention to the study of Markov consistency and…