Related papers: Monotonicity and complete monotonicity for continu…
Numerical experiments recently discussed in the literature show that identical nonlinear chaotic systems linked by a common noise term (or signal) may synchronize after a finite time. We study the process of synchronization as function of…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…
Given an irreducible discrete-time Markov chain on a finite state space, we consider the largest expected hitting time $T(\alpha)$ of a set of stationary measure at least $\alpha$ for $\alpha\in(0,1)$. We obtain tight inequalities among the…
Lower bounds on fluctuations of thermodynamic currents depend on the nature of time: discrete or continuous. To understand the physical reason, we compare current fluctuations in discrete-time Markov chains and continuous-time master…
We discuss the relationship between discrete-time processes (chains) and one-dimensional Gibbs measures. We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic…
In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is…
We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…
We study a simple Markov chain, the switch chain, on the set of all perfect matchings in a bipartite graph. This Markov chain was proposed by Diaconis, Graham and Holmes as a possible approach to a sampling problem arising in Statistics. We…
Given two random variables $X$ and $Y$, stochastic monotonicity describes a monotone influence of $X$ on $Y$. We prove two different characterizations of stochastically monotone $2$-copulas using the isomorphism between $2$-copulas and…
. Markov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after…
A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the fully coupled forward-backward stochastic differential…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
We summarize some facts on chains (totally ordered sets), from an order-theoretic and from a topological point of view. We highlight the fact that many classical theorems that are true for partially ordered sets under some completeness…
A new approach is proposed to the integrated analysis of the time structure of synchronization of multidimensional chaotic systems. The method allows one to diagnose and quantitatively evaluate the intermittency characteristics during…