Related papers: Exchangeable Markov processes on graphs: Feller ca…
The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
Statistical network modeling has focused on representing the graph as a discrete structure, namely the adjacency matrix, and considering the exchangeability of this array. In such cases, the Aldous-Hoover representation theorem (Aldous,…
Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable…
Mahlmann and Schindelhauer (2005) defined a Markov chain which they called $k$-Flipper, and showed that it is irreducible on the set of all connected regular graphs of a given degree (at least 3). We study the 1-Flipper chain, which we call…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
We study a special class of graphs with a strong transience feature called uniform transience. We characterize uniform transience via a Feller-type property and via validity of an isoperimetric inequality. We then give a further…
This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment…
Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times of the process remain bounded when the initial value tends to…
To allow for tractable probabilistic inference with respect to domain sizes, lifted probabilistic inference exploits symmetries in probabilistic graphical models. However, checking whether two factors encode equivalent semantics and hence…
Many signals evolve in time as a stochastic process, randomly switching between states over discretely sampled time points. Here we make an explicit link between the underlying stochastic process of a signal that can take on a bounded…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
We consider the Grover walk on a finite graph composed of two arbitrary simple graphs connected by one edge, referred to as a bridge. The parameter $\epsilon>0$ assigned at the bridge represents the strength of connectivity: if…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…
We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We develop a formalism to address statistical pattern recognition of graph valued data. Of particular interest is the case of all graphs having the same number of uniquely labeled vertices. When the vertex labels are latent, such graphs are…
In this paper, we consider discrete time quantum walks on graphs with coin focusing on the decentralized model, where the coin operation is allowed to change with the vertex of the graph. When the coin operations can be modified at every…
We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…