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This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…

Computation · Statistics 2025-12-10 Randal Douc , Pierre E. Jacob , Anthony Lee , Dootika Vats

We find that Markov chains with finite state space are Poincare chaotic. Moreover, finite realizations of the chains are arcs of each unpredictable orbit for sure. An illustrating example with a proper numerical simulation is provided.

Dynamical Systems · Mathematics 2020-10-29 Marat Akhmet

We introduce a new class of Monte Carlo methods, which we call exact estimation algorithms. Such algorithms provide unbiased estimators for equilibrium expectations associated with real- valued functionals defined on a Markov chain. We…

Computation · Statistics 2014-09-16 Peter W. Glynn , Chang-han Rhee

We consider the model checking problem for probabilistic pushdown automata (pPDA) and properties expressible in various probabilistic logics. We start with properties that can be formulated as instances of a generalized random walk problem.…

Logic in Computer Science · Computer Science 2017-01-11 Javier Esparza , Antonin Kucera , Richard Mayr

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek

Unambiguous B\"uchi automata, i.e. B\"uchi automata allowing only one accepting run per word, are a useful restriction of B\"uchi automata that is well-suited for probabilistic model-checking. In this paper we propose a more permissive…

Formal Languages and Automata Theory · Computer Science 2018-09-26 Christof Löding , Anton Pirogov

This is an expository paper, focussing on the following scenario. We have two Markov chains, $\mathcal {M}$ and $\mathcal {M}'$. By some means, we have obtained a bound on the mixing time of $\mathcal {M}'$. We wish to compare $\mathcal…

Probability · Mathematics 2007-05-23 Martin Dyer , Leslie Ann Goldberg , Mark Jerrum , Russell Martin

In this paper, we devise two algorithms for the problem of testing $q$-monomials of degree $k$ in any multivariate polynomial represented by a circuit, regardless of the primality of $q$. One is an $O^*(2^k)$ time randomized algorithm. The…

Computational Complexity · Computer Science 2013-04-15 Shenshi Chen

In this paper, we first introduce a lower bound technique for the state complexity of transformations of automata. Namely we suggest first considering the class of full automata in lower bound analysis, and later reducing the size of the…

Logic in Computer Science · Computer Science 2015-07-01 Qiqi Yan

We prove explicit error bounds for Markov chain Monte Carlo (MCMC) methods to compute expectations of functions with unbounded stationary variance. We assume that there is a $p\in(1,2)$ so that the functions have finite $L_p$-norm. For…

Statistics Theory · Mathematics 2015-01-27 Daniel Rudolf , Nikolaus Schweizer

This article deals with new polynomial time algorithm for graph isomorphism testing.

Data Structures and Algorithms · Computer Science 2013-06-19 Michael I. Trofimov

We present a scalable methodology to verify stochastic hybrid systems. Using the Mori-Zwanzig reduction method, we construct a finite state Markov chain reduction of a given stochastic hybrid system and prove that this reduced Markov chain…

Optimization and Control · Mathematics 2020-09-17 Yu Wang , Nima Roohi , Matthew West , Mahesh Viswanathan , Geir E. Dullerud

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…

Logic in Computer Science · Computer Science 2017-09-08 Lisa Hutschenreiter , Christel Baier , Joachim Klein

In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain…

Probability · Mathematics 2018-06-28 Q. Jiang , M. Hlynka , P. H. Brill , C. H. Cheung

Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…

Probability · Mathematics 2025-10-24 Minjun Kim , Seokhwan Moon , Jinsu Kim

We present a quasilinear time algorithm to decide the word problem on a natural algebraic structures we call orthocomplemented bisemilattices, a subtheory of boolean algebra. We use as a base a variation of Hopcroft, Ullman and Aho…

Logic in Computer Science · Computer Science 2022-03-08 Simon Guilloud , Viktor Kunčak

In this paper, we give a new axioms system based on nonseparable flats with their ranks to define a matroid. We deduce a polynomial time algorithm for deciding if a given matroid (respectively, arbitrary structure) is an uniform matroid.…

Combinatorics · Mathematics 2024-02-15 Brahim Chaourar

The problem when the order polytope and the chain polytope of a finite partially ordered set are unimodularly equivalent will be solved.

Combinatorics · Mathematics 2012-08-21 Takayuki Hibi , Nan Li

Infinite words over infinite alphabets serve as models of the temporal development of the allocation and (re-)use of resources over linear time. We approach omega-languages over infinite alphabets in the setting of nominal sets, and study…

Formal Languages and Automata Theory · Computer Science 2021-07-13 Henning Urbat , Daniel Hausmann , Stefan Milius , Lutz Schröder

Within a component-based approach allowing dynamic reconfigurations, sequences of successive reconfiguration operations are expressed by means of reconfiguration paths, possibly infinite. We show that a subclass of such paths can be…

Software Engineering · Computer Science 2015-03-18 Jean-Michel Hufflen