Related papers: Reverse juggling processes
Building on previous work by four of us (ABCN), we consider further generalizations of Warrington's juggling Markov chains. We first introduce "multispecies" juggling, which consist in having balls of different weights: when a ball is…
We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in…
All one-condition generalized inverses of the Markovian kernel I - P, where P is the transition matrix of a finite irreducible Markov chain, can be uniquely specified in terms of the stationary probabilities and the mean first passage times…
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 define a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be translation invariant. This invariance stems from a reversibility property of the model.…
We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…
We introduce a natural conjugate prior for the transition matrix of a reversible Markov chain. This allows estimation and testing. The prior arises from random walk with reinforcement in the same way the Dirichlet prior arises from…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository…
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…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
A novel factorization for the sum of two single-pair matrices is established as product of lower-triangular, tridiagonal, and upper-triangular matrices, leading to semi-closed-form formulas for tridiagonal matrix inversion. Subsequent…
We study general properties for the family of stochastic processes with polynomial regression property, that is that every conditional moment of the process is a polynomial. It turns out that then there exists a family of polynomial…
Learning complex distributions is a fundamental challenge in contemporary applications. Shen and Meinshausen (2024) introduced engression, a generative approach based on scoring rules that maps noise (and covariates, if available) directly…
The analysis of many problems of interest associated with Markov chains, e.g. stationary distributions, moments of first passage time distributions and moments of occupation time random variables, involves the solution of a system of linear…
We extend our previous study of Markov chains on finite commutative rings (arXiv:1605.05089) to arbitrary finite rings with identity. At each step, we either add or multiply by a randomly chosen element of the ring, where the addition…
We investigate fixed points and cycle types of permutation polynomials and complete permutation polynomials arising from reversed Dickson polynomials of the first kind and second kind over $\mathbb{F}_p$. We also study the permutation…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
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…
We consider chaining multiplicative-inverse operations in finite fields under alternating polynomial bases. When using two distinct polynomial bases to alternate the inverse operation we obtain a partition of $\mathbb F_{p^n}\setminus…