Related papers: Total positivity in Markov structures
The equilibrium distributions of a Markovian model describing the interaction of several classes of permanent connections in a network are analyzed. It has been introduced by Graham and Robert. For this model each of the connections has a…
The Gaussian model equips strong properties that facilitate studying and interpreting graphical models. Specifically it reduces conditional independence and the study of positive association to determining partial correlations and their…
This work presents a construction of stationary Markov models with negative-binomial marginal distributions. A simple closed form expression for the corresponding transition probabilities is given, linking the proposal to well-known classes…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
The Gaussian correlation inequality (GCI) for symmetrical n-rectangles is improved if the absolute components have a joint cumulative distribution (cdf) which is MTP2 (multivariate totally positive of order 2). Inequalities of the here…
For any 4D split-signature conformal structure, there is an induced twistor distribution on the 5D space of all self-dual totally null 2-planes, which is $(2,3,5)$ when the conformal structure is not anti-self-dual. Several examples where…
In this paper we consider a semigroup of completely positive maps $\tau=(\tau_t,t \ge 0)$ with a faithful normal invariant state $\phi$ on a type-$II_1$ factor $\cla_0$ and propose an index theory. We :achieve this via a more general…
Divisible dynamical maps play an important role in characterizing Markovianity on the level of quantum evolution. Divisible maps provide important generalization of Markovian semigroups. Usually one analyzes either completely positive or…
This paper describes the structure of optimal policies for infinite-state Markov Decision Processes with setwise continuous transition probabilities. The action sets may be noncompact. The objective criteria are either the expected total…
Markov random fields are known to be fully characterized by properties of their information diagrams, or I-diagrams. In particular, for Markov random fields, regions in the I-diagram corresponding to disconnected vertex sets in the graph…
We prove a complete class theorem that characterizes \emph{all} stationary time reversible Markov processes whose finite dimensional marginal distributions (of all orders) are infinitely divisible. Aside from two degenerate cases (iid and…
We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…
This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…
A simple condition is given that is sufficient to determine whether a measure that is absolutely continuous with respect to a Gau{\ss}ian measure on the space of distributions is reflection positive. It readily generalises conventional…
In the process of building (structural learning) a probabilistic graphical model from a set of observed data, the directional, cyclic dependencies between the random variables of the model are often found. Existing graphical models such as…
We extend our previous study of Markov chains on finite commutative rings (arXiv:1605.05089) to arbitrary finite rings with identity. At each step, we either add or multiply by a randomly chosen element of the ring, where the addition…
We consider the maximal p-norm associated with a completely positive map and the question of its multiplicativity under tensor products. We give a condition under which this multiplicativity holds when p = 2, and we describe some maps which…
The paper gives a general condition on permutations, condition under which a semicircular matrix is free independent, or asymptotically free independent from the semicircular matrix obtained by permuting its entries. In particular, it is…
Let each point of a homogeneous Poisson process in R^d independently be equipped with a random number of stubs (half-edges) according to a given probability distribution mu on the positive integers. We consider translation-invariant schemes…
Suppose that the edges of a complete graph are assigned weights independently at random and we ask for the weight of the minimal-weight spanning tree, or perfect matching, or Hamiltonian cycle. For these and several other common…