Related papers: Computing cutoff times of birth and death chains
We present 15 explicit examples of discrete time Birth and Death processes which are exactly solvable. They are related to the hypergeometric orthogonal polynomials of Askey scheme having discrete orthogonality measures. Namely, they are…
The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and…
In the Gilbert-Shannon-Reeds shuffle, a deck of $N$ cards is cut into two approximately equal parts which are then riffled uniformly at random. Bayer and Diaconis famously showed that this Markov chain undergoes cutoff in total variation…
In this paper, we investigate the mixing time of the simple exclusion process on the circle with $N$ sites, with a number of particle $k(N)$ tending to infinity, both from the worst initial condition and from a typical initial condition. We…
This paper will examine the cutoff for a random process on the hypercube, $\{0, 1\}^L$, closely related to the East Process. In this process, every coordinate has two 1/2-Poisson clocks at each coordinate which add the coordinate to the…
On complete, non-compact manifolds and infinite graphs, Faber-Krahn inequalities have been used to estimate the rate of decay of the heat kernel. We develop this technique in the setting of finite Markov chains, proving upper and lower…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
It is known that the time until a birth and death process reaches a certain level is distributed as a sum of independent exponential random variables. Diaconis, Miclo and Swart gave a probabilistic proof of this fact by coupling the birth…
In this paper, we study the biased random transposition shuffle, a natural generalization of the classical random transposition shuffle studied by Diaconis and Shahshahani. We diagonalize the transition matrix of the shuffle and use these…
The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…
We give new formulas on the total number of born particles in the stable birth-and-assassination process, and prove that it has an heavy-tailed distribution. We also establish that this process is a scaling limit of a process of rumor…
In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…
Consider the random Cayley graph of a finite group $G$ with respect to $k$ generators chosen uniformly at random, with $1 \ll \log k \ll \log |G|$; denote it $G_k$. A conjecture of Aldous and Diaconis (1985) asserts, for $k \gg \log |G|$,…
Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…
Diffusion of molecules within biological cells and tissues is strongly influenced by crowding. A key quantity to characterize diffusion is the particle lifetime, which is the time taken for a diffusing particle to exit by hitting an…
In this article, we consider products of random walks on finite groups with moderate growth and discuss their cutoffs in the total variation. Based on several comparison techniques, we are able to identify the total variation cutoff of…
We investigate the cutoff phenomenon for Markov processes under information divergences such as $f$-divergences and R\'enyi divergences. We classify most common divergences into four types, namely $L^2$-type, $\mathrm{TV}$-type,…
This paper provides full classification of dynamics for continuous time Markov chains (CTMCs) on the non-negative integers with polynomial transition rate functions. Such stochastic processes are abundant in applications, in particular in…
We calculate finite sample and asymptotic distributions for the largest censored and uncensored survival times, and some related statistics, from a sample of survival data generated according to an iid censoring model. These statistics are…
We derive upper and lower bounds on the convergence behavior of certain classes of one-parameter quantum dynamical semigroups. The classes we consider consist of tensor product channels and of channels with commuting Liouvillians. We…