Related papers: On the Markov commutator
The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…
In this paper, we discuss hypercontractivity for the Markov semigroup $P_t$ which is generated by segment processes associated with a range of functional SDEs of neutral type. As applications, we also reveal that the semigroup $P_t$…
In this paper, we consider convergence properties of a second order Markov chain. Similar to a column stochastic matrix is associated to a Markov chain, a so called {\em transition probability tensor} $P$ of order 3 and dimension $n$ is…
We study additive mixtures of Markov kernels of the form $A_\alpha = \alpha P + (1-\alpha)G$, where $\alpha \in [0,1]$, $P$ is a baseline sampler and $G$ is a Gibbs kernel induced by a partition of the state space. We first motivate the…
Classical finite association schemes lead to a finite-dimensional algebras which are generated by finitely many stochastic matrices. Moreover, there exist associated finite hypergroups. The notion of classical discrete association schemes…
Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the…
A group is Markov if it admits a prefix-closed regular language of unique representatives with respect to some generating set, and strongly Markov if it admits such a language of unique minimal-length representatives over every generating…
We prove several rigidity properties for random quotients of mapping class groups of surfaces, namely whose kernel is normally generated by the n-th steps of finitely many independent random walks. Firstly, we generalise a celebrated…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
Let $V$ be a rational, selfdual, $C_2$-cofinite vertex operator algebra of CFT type, and $G$ a finite automorphism group of $V.$ It is proved that the kernel of the representation of the modular group on twisted conformal blocks associated…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…
We prove that every bounded, positive, irreducible, stochastically continuous semigroup on the space of bounded, measurable functions which is strong Feller, consists of kernel operators and possesses an invariant measure converges…
For a (non-symmetric) strong Markov process $X$, consider the Feynman--Kac semigroup \[T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0,\] where $A$ is a continuous additive functional of $X$ associated with…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
Aldous-Broder algorithm is a famous algorithm used to sample a uniform spanning tree of any finite connected graph $G$, but it is more general: given an irreducible and reversible Markov chain $M$ on $G$ started at $r$, the tree rooted at…
The matrix of a permutation is a partial case of Markov transition matrices. In the same way, a measure preserving bijection of a space A with finite measure is a partial case of Markov transition operators. A Markov transition operator…
Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a…