Related papers: Markov Chains from Descent Operators on Combinator…
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…
The main purpose of this article is to establish moderate deviation principles for additive functionals of bifurcating Markov chains. Bifurcating Markov chains are a class of processes which are indexed by a regular binary tree. They can be…
Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…
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 consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
This paper studies Markov chains on the symmetric group $S_n$ where the transition probabilities are given by the Ewens distribution with parameter $\theta>1$. The eigenvalues are identified to be proportional to the content polynomials of…
We analyze random walks on a class of semigroups called ``left-regular bands''. These walks include the hyperplane chamber walks of Bidigare, Hanlon, and Rockmore. Using methods of ring theory, we show that the transition matrices are…
We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a…
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 justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…
In a previous paper, the authors developed a method for computing normal forms of dynamical systems with a coupled cell network structure. We now apply this theory to one-parameter families of homogeneous feed-forward chains with…
Multiple works regarding convergence analysis of Markov chains have led to spectral gap decomposition formulas of the form \[ \mathrm{Gap}(S) \geq c_0 \left[\inf_z \mathrm{Gap}(Q_z)\right] \mathrm{Gap}(\bar{S}), \] where $c_0$ is a…
Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
We define in this paper several Hopf algebras describing the combinatorics of the so-called multi-scale renormalization in quantum field theory. After a brief recall of the main mathematical features of multi-scale renormalization, we…
Stochastic optimization methods such as mirror descent have wide applications due to low computational cost. Those methods have been well studied under assumption of the independent and identical distribution, and usually achieve sublinear…
We describe a method for constructing characters of combinatorial Hopf algebras by means of integrals over certain polyhedral cones. This is based on ideas from resurgence theory, in particular on the construction of well-behaved averages…
We get new Hopf algebras (HA): 1. A wealth of quotient HA's of the Malvenuto-Reutenauer HA (the Loday-Ronco HA being a special case). They consist of the permutations avoiding an {\it arbitrary} set of permutations without global descents,…
We consider the irreducibility of switch-based Markov chains for the approximate uniform sampling of Hamiltonian cycles in a given undirected dense graph on $n$ vertices. As our main result, we show that every pair of Hamiltonian cycles in…