Related papers: Linear Distances between Markov Chains
The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…
We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
Chain distance between points in a metric space is defined as the infimum of epsilon such that there is an epsilon-chain connecting these points. We call a mapping of a metric compact into the real line a chain development if it preserves…
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
Network data arises through observation of relational information between a collection of entities. Recent work in the literature has independently considered when (i) one observes a sample of networks, connectome data in neuroscience being…
For continuous-time Markov chains and open unimolecular chemical reaction networks, we prove that any two stationary currents are linearly related upon perturbations of a single edge's transition rates, arbitrarily far from equilibrium. We…
Interleaving distances are used widely in Topological Data Analysis (TDA) as a tool for comparing topological signatures of datasets. The theory of interleaving distances has been extended through various category-theoretic constructions,…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using…
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
We define a metric---the network Gromov-Wasserstein distance---on weighted, directed networks that is sensitive to the presence of outliers. In addition to proving its theoretical properties, we supply network invariants based on optimal…
We use the $f-divergence$ also called relative entropy as a measure of diversity between probability densities and review its basic properties. In the sequence we define a few objects which capture relevant information from the sample of a…
We consider a class of discrete time Markov chains with state space [0,1] and the following dynamics. At each time step, first the direction of the next transition is chosen at random with probability depending on the current location. Then…
Many functions have been recently defined to assess the similarity among networks as tools for quantitative comparison. They stem from very different frameworks - and they are tuned for dealing with different situations. Here we show an…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
We analyze the distribution of the distance between two nodes, sampled uniformly at random, in digraphs generated via the directed configuration model, in the supercritical regime. Under the assumption that the covariance between the…
Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…