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In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…
We compute the stationary distribution of a continuous-time Markov chain which is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and…
General Markov chains in an arbitrary phase space are considered in the framework of the operator treatment. Markov operators continue from the space of countably additive measures to the space of finitely additive measures. Cycles of…
A mixing Markov chain is proved to be realized as a random walk in a directed graph subject to a synchronizing road coloring. The result ensures existence of appropriate random mappings in Propp--Wilson's coupling from the past. The proof…
Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…
We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.
We calculate exact convergence times to reach random bipartite entanglement for various random protocols. The eigenproblem of a Markovian chain governing the process is mapped to a spin chain, thereby obtaining exact expression for the gap…
We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…
This paper is a variation on the uniform spanning tree theme. We use random spanning forests to solve the following problem: for a Markov process on a finite set of size $n$, find a probability law on the subsets of any given size $m \leq…
We provide a unified framework to compute the stationary distribution of any finite irreducible Markov chain or equivalently of any irreducible random walk on a finite semigroup $S$. Our methods use geometric finite semigroup theory via the…
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…
The hitting and mixing times are two fundamental quantities associated with Markov chains. In Peres and Sousi[PS2015] and Oliveira[Oli2012], the authors show that the mixing times and "worst-case" hitting times of reversible Markov chains…
Let $(X_t)_{t = 0 }^{\infty}$ be an irreducible reversible discrete time Markov chain on a finite state space $\Omega $. Denote its transition matrix by $P$. To avoid periodicity issues (and thus ensuring convergence to equilibrium) one…
The commuting probability of a finite ring $R$, denoted by $\Pr(R)$, is the probability that any two randomly chosen elements of $R$ commute. In this paper, we obtain several bounds for $\Pr(R)$ through a generalization of $\Pr(R)$.…
We analyze families of Markov chains that arise from decomposing tensor products of irreducible representations. This illuminates the Burnside-Brauer Theorem for building irreducible representations, the McKay Correspondence, and Pitman's…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…
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…
We conjecture exact and simple formulas for physical quantities in two quantum chains. A classic result of this type is Onsager, Kaufman and Yang's formula for the spontaneous magnetization in the Ising model, subsequently generalized to…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
This paper shows the existence of independent random matching of a large (continuum) population in both static and dynamic systems, which has been popular in the economics and genetics literatures. We construct a joint agent-probability…