Related papers: Multiplicatively closed Markov models must form Li…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…
Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…
We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…
Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…
Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…
We provide a sufficient criterion for the unique parameter identification of combinatorially symmetric Hidden Markov Models based on the structure of their transition matrix. If the observed states of the chain form a zero forcing set of…
We axiomatize and generalize Markov's approach to the continuity problem for Type 1 computable functions, i.e. the problem of finding sufficient conditions on a computable topological space to obtain a theorem of the form "computable…
The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…
We study Lagrangian embeddings of a class of two-dimensional cell complexes $L_{p,q}$ into the complex projective plane. These cell complexes, which we call pinwheels, arise naturally in algebraic geometry as vanishing cycles for quotient…
Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
From the datum of an integer partition and a classical Lie algebra, one can define a Markov chain on an associated multiplicative graph. For each classical family A, C, B, D, we thus obtain a sequence of Markov chain which is indexed by the…
We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…
Gerber and Li in \cite{GeLi} formulated, using a Markov chain embedding, a system of equations that describes relations between generating functions of waiting time distributions for occurrences of patterns in a sequence of independent…
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 consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
A general criterion is given for when a Markov chain trapped with probability p(x) in state x will be almost surely trapped. The quenched (state x is a trap forever with probability p(x)) and annealed (state x traps with probability p(x) on…
The operation of squaring (coproduct followed by product) in a combinatorial Hopf algebra is shown to induce a Markov chain in natural bases. Chains constructed in this way include widely studied methods of card shuffling, a natural…
The general class of the graded Lie algebras is defined. These algebras could be constructed using an arbitrary dynamical systems with discrete time and with invarinat measure. In this papers we consider the case of the central extension of…