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A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…

Nuclear Theory · Physics 2009-10-31 M. S. Hussein , M. P. Pato

In this paper we provide an abstract characterization of the inverse hulls of semigroups associated with Markov shifts. As an application of the characterization we give an example of Markov shifts that are not conjugate, but have…

Rings and Algebras · Mathematics 2021-03-01 Aria Beaupré , Anthony Dickson , David Milan , Christin Sum

The article discusses the matrices of the three forms whose inversions are: tridiagonal matrix, banded matrix or block-tridiagonal matrix and their relationships with the covariance matrices of measurements of ordinary (simple) Markov…

Information Theory · Computer Science 2015-10-13 Ulan N. Brimkulov

We discuss some mathematical aspects of the problem of inverting gravitational field data to extract the underlying mass distribution. While the forward problem of computing the gravity field from a given mass distribution is mathematically…

Mathematical Physics · Physics 2015-03-17 Ulvi Yurtsever , Caren Marzban , Marina Meila

The embeddability of reversible Markov matrices into time-homogeneous Markov semigroups is revisited, with some focus on simplifications and extensions. In particular, we do not demand irreducibility and consider weakly reversible matrices…

Probability · Mathematics 2025-12-01 Ellen Baake , Michael Baake , Jeremy Sumner

In the first part of this paper we give an elementary proof of the fact that if an infinite matrix $A$, which is invertible as a bounded operator on $\ell^2$, can be uniformly approximated by banded matrices then so can the inverse of $A$.…

Statistics Theory · Mathematics 2010-02-25 Peter J. Bickel , Marko Lindner

Markov chain Monte Carlo methods have become popular in statistics as versatile techniques to sample from complicated probability distributions. In this work, we propose a method to parameterize and train transition kernels of Markov chains…

Machine Learning · Computer Science 2024-06-05 Evgenii Egorov , Ricardo Valperga , Efstratios Gavves

For different reversible Markov kernels on finite state spaces, we look for families of probability measures for which the time evolution almost remains in their convex hull. Motivated by signal processing problems and metastability studies…

Probability · Mathematics 2017-02-21 Luca Avena , Fabienne Castell , Alexandre Gaudillière , Clothilde Melot

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. Recently,…

Machine Learning · Statistics 2018-04-11 Francesca Paola Carli

In this paper we develop a method to compute the solution to a countable (finite or infinite) set of equations that occurs in many different fields including Markov processes that model queueing systems, birth-and-death processes and…

Optimization and Control · Mathematics 2015-10-21 Michael N. Katehakis , Laurens C. Smit , Floske M. Spieksma

We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate orthogonal polynomial as eigenfunctions. Our…

Probability · Mathematics 2009-06-24 Kshitij Khare , Hua Zhou

We obtain sharp bounds on the convergence rate of Markov chains on irreducible representations of finite general linear, unitary, and symplectic groups (in both odd and even characteristic) given by tensoring with Weil representations.

Representation Theory · Mathematics 2024-07-18 Jason Fulman , Michael Larsen , Pham Huu Tiep

Tensor models are measures for random tensors. They generalise matrix models and were developed to study random geometry in arbitrary dimension. Moreover, they are strongly connected to quantum gravity theories as additionally to the…

Mathematical Physics · Physics 2017-06-26 Thibault Delepouve

Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed…

Probability · Mathematics 2014-01-23 Ewa Damek , Thomas Mikosch , Jan Rosinski , Gennady Samorodnitsky

Markov processes are widely used in modeling random phenomena/problems. However, they may not be adequate in some cases where more general processes are needed. The conditionally Markov (CM) process is a generalization of the Markov process…

Probability · Mathematics 2021-03-16 Reza Rezaie , X. Rong Li

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

Statistics Theory · Mathematics 2018-12-07 Lionel Truquet

In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…

Probability · Mathematics 2022-11-29 Sebastian Rickelhoff , Alexander Schnurr

We studied how to obtain a distribution for the number of ancestors in species of sexual reproduction. Present models concentrate on the estimation of distributions repetitions of ancestors in genealogical trees. It has been shown that is…

Biological Physics · Physics 2019-09-12 M. Caruso , C. Jarne

This paper is a variation on the uniform spanning tree theme. We use random spanning forests to solve the following problem: for a Markov process on a finite set of size $n$, find a probability law on the subsets of any given size $m \leq…

Probability · Mathematics 2016-02-01 Luca Avena , Alexandre Gaudillière

A general or truss distributive laws between two associative operations on the same set are studied for cancellative and inverse semigroups.

Rings and Algebras · Mathematics 2017-12-29 Tomasz Brzeziński
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