Related papers: Multivariate Juggling Probabilities
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
Reinforced processes are known to provide a stochastic representation for the quasi-stationary distribution of a given killed Markov process - describing the killed Markov process at fixed time instants. In this paper we shall adapt the…
We prove that the enumerative polynomials of generalized Stirling permutations by the statistics of plateaux, descents and ascents are partial $\gamma$-positive. Specialization of our result to the Jacobi-Stirling permutations confirms a…
A simple integral relation between a complex weight and the corresponding positive distribution is derived by introducing a second complex variable. Together with the positivity and normalizability conditions, this sum rule allows to…
In this paper, we first extend the celebrated PageRank modification to a higher-order Markov chain. Although this system has attractive theoretical properties, it is computationally intractable for many interesting problems. We next study a…
A joint degree matrix (JDM) specifies the number of connections between nodes of given degrees in a graph, for all degree pairs and uniquely determines the degree sequence of the graph. We consider the space of all balanced realizations of…
We consider generalizations of Schuetzenberger's promotion operator on the set L of linear extensions of a finite poset of size n. This gives rise to a strongly connected graph on L. By assigning weights to the edges of the graph in two…
We show that large-scale typicality of Markov sample paths implies that the likelihood ratio statistic satisfies a law of iterated logarithm uniformly to the same scale. As a consequence, the penalized likelihood Markov order estimator is…
Although exchangeable processes from Bayesian nonparametrics have been used as a generating mechanism for random partition models, we deviate from this paradigm to explicitly incorporate clustering information in the formulation of our…
An expansion of row Markov matrices in terms of matrices related to permutations with repetitions, is introduced.It generalises the Birkhoff-von Neumann expansion of doubly stochastic matrices in terms of permutation matrices (without…
Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…
We provide a general framework for computing upper bounds on mixing times of finite Markov chains when its minimal ideal is left zero. Our analysis is based on combining results by Brown and Diaconis with our previous work on stationary…
The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007)…
We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…
Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a…
We study a generalized notion of a homogeneous skew-product extension of a probability-preserving system in which the homogeneous space fibres are allowed to vary over the ergodic decomposition of the base. The construction of such…
In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…
Generalization of the Lorden's inequality is an excellent tool for obtaining strong upper bounds for the convergence rate for various complicated stochastic models. This paper demonstrates a method for obtaining such bounds for some…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
A classical result of MacMahon states that inversion number and major index have the same distribution over permutations of a given multiset. In this work we prove a strengthening of this theorem originally conjectured by Haglund. Our…