Related papers: The $L^2$-cutoffs for reversible Markov chains
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
We derive upper and lower bounds on the convergence behavior of certain classes of one-parameter quantum dynamical semigroups. The classes we consider consist of tensor product channels and of channels with commuting Liouvillians. We…
The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…
In this paper we provide explicit representations of Laplace transforms of extinction time and total progeny of rough continuous-state branching processes introduced in [7]. Also, we show that their tail distributions are much fatter than…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We presented in \cite{bl2,bl7} an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets.…
We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of commuting times, and from this we get monotonicity…
A coinless quantisation procedure of general reversible Markov chains on graphs is presented. A quantum Hamiltonian H is obtained by a similarity transformation of the fundamental transition probability matrix K in terms of the square root…
This paper explores the mixing time of the random transposition walk on permutations with one-sided interval restrictions. In particular, we're interested in the notion of cutoff, a phenomenon which occurs when mixing occurs in a window of…
In this paper we propose an efficient variance reduction approach for additive functionals of Markov chains relying on a novel discrete time martingale representation. Our approach is fully non-asymptotic and does not require the knowledge…
For a given Markov chain Monte Carlo algorithm we introduce a distance between two configurations that quantifies the difficulty of transition from one configuration to the other configuration. We argue that the distance takes a universal…
We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…
The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…
The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…
Consider a sequence (indexed by n) of Markov chains Z^n in R^d characterized by transition kernels that approximately (in n) depend only on the rescaled state n^{-1} Z^n. Subject to a smoothness condition, such a family can be closely…
We consider the conductance distributions in chaotic mesoscopic cavities for all three invariant classes of random matrices for the arbitrary number of channels N1, N2 in the connecting leads. We show that the Laplace transforms of the…
The linear transport theory is developed to describe the time dependence of the number density of tracer particles in porous media. The advection is taken into account. The transport equation is numerically solved by the analytical discrete…
We propose a generalization of Laplace transformations to the case of linear partial differential operators (LPDOs) of arbitrary order in R^n. Practically all previously proposed differential transformations of LPDOs are particular cases of…
We analyze the critical line of $\lambda\phi^4_4$ perturbatively in the bare coupling $\lambda_0$, by setting the daisy-improved renormalized mass to zero. By comparing to lattice data, we can then quantify the relation between the…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…