Related papers: Walks on chains
In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss…
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…
The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…
Two simple Markov processes are examined, one in discrete and one in continuous time, arising from idealized versions of a transmission protocol for mobile, delay-tolerant networks. We consider two independent walkers moving with constant…
This is the story of the encounter between two worlds: the world of random walks and the world of Variable Length Markov Chains (VLMC). The meeting point turns around the semi-Markov property of underlying processes.
We discuss various models for epidemics on networks that rely on Markov chains. Random walks on graphs are often used to predict epidemic spread and to investigate possible control actions to mitigate them. In this study, we demonstrate…
Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…
We review the recent approach to Markov chains using the Karnofksy-Rhodes and McCammond expansions in semigroup theory by the authors and illustrate them by two examples.
These are notes based on a course that I gave at the University of Chicago in Fall 2016 on "Loop measures and the loop-erased random walk." This is not intended to be a comprehensive view but rather a personal selection of some key ideas…
Lecture notes for a master-level applied mathematics course on stochastic processes and applications, held at the University of Orl\'eans, France. Contents: Markov chains, Poisson point processes, Markovian jump processes, queueing theory.…
The present notes are based on a course on Cherednik algebras given by the first author at MIT in the Fall of 2009. Their goal is to give an introduction to Cherednik algebras, and to review the web of connections between them and other…
The mixer chain on a graph G is the following Markov chain. Place tiles on the vertices of G, each tile labeled by its corresponding vertex. A "mixer" moves randomly on the graph, at each step either moving to a randomly chosen neighbor, or…
These lecture notes are a guided tour through the fascinating world of polymer chains interacting with themselves and/or with their environment. The focus is on the mathematical description of a number of physical and chemical phenomena,…
This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…
A new model of quantum random walks is introduced, on lattices as well as on finite graphs. These quantum random walks take into account the behavior of open quantum systems. They are the exact quantum analogues of classical Markov chains.…
For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…
We describe a new construction of a family of measures on a group with the same Poisson boundary. Our approach is based on applying Markov stopping times to an extension of the original random walk.
We define a random walk on the set of primitive points of $\mathbb{Z}^d$. We prove that for walks generated by measures satisfying mild conditions these walks are recurrent in a strong sense. That is, we show that the associated Markov…
The main purpose of this work is to study self-similar branching Markov chains. First we will construct such a process. Then we will establish certain Limit Theorems using the theory of self-similar Markov processes.
In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare.These estimates are then used to apply the…