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Related papers: A note on faithful coupling of Markov chains

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We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…

Probability · Mathematics 2025-01-07 Sourav Chatterjee

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

We consider local alignments without gaps of two independent Markov chains from a finite alphabet, and we derive sufficient conditions for the number of essentially different local alignments with a score exceeding a high threshold to be…

Probability · Mathematics 2007-05-23 Niels Richard Hansen

We consider the irreducibility of switch-based Markov chains for the approximate uniform sampling of Hamiltonian cycles in a given undirected dense graph on $n$ vertices. As our main result, we show that every pair of Hamiltonian cycles in…

Combinatorics · Mathematics 2020-11-20 Pieter Kleer , Viresh Patel , Fabian Stroh

The Alexander theorem (1923) and the Markov theorem (1936) are two classical results in knot theory that show respectively that every link is the closure of a braid and that braids that have the same closure are related by a finite number…

Geometric Topology · Mathematics 2024-06-21 Alice Merz

Computational topology is a vibrant contemporary subfield and this article integrates knot theory and mathematical visualization. Previous work on computer graphics developed a sequence of smooth knots that were shown to converge point wise…

Geometric Topology · Mathematics 2016-03-29 J. Li , T. J. Peters , K. E. Jordan , P. Zaffetti

For general spin systems, we prove that a contractive coupling for any local Markov chain implies optimal bounds on the mixing time and the modified log-Sobolev constant for a large class of Markov chains including the Glauber dynamics,…

Dealing with finite Markov chains in discrete time, the focus often lies on convergence behavior and one tries to make different copies of the chain meet as fast as possible and then stick together. There is, however, a very peculiar kind…

Probability · Mathematics 2017-02-15 Timo Hirscher , Anders Martinsson

We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…

Probability · Mathematics 2017-02-16 Guillaume Copros

While measures of concordance -- such as Spearman's rho, Kendall's tau, and Blomqvist's beta -- are continuous with respect to weak convergence, Chatterjee's rank correlation xi recently introduced in Azadkia and Chatterjee (2021) does not…

Statistics Theory · Mathematics 2026-04-14 Jonathan Ansari , Sebastian Fuchs

There has been a recent surge of interest in coupling methods for Markov chain Monte Carlo algorithms: they facilitate convergence quantification and unbiased estimation, while exploiting embarrassingly parallel computing capabilities.…

Computation · Statistics 2025-09-03 Tamás P. Papp , Chris Sherlock

We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…

Mathematical Finance · Quantitative Finance 2017-03-03 Miklós Rásonyi , Hasanjan Sayit

A mixing Markov chain is proved to be realized as a random walk in a directed graph subject to a synchronizing road coloring. The result ensures existence of appropriate random mappings in Propp--Wilson's coupling from the past. The proof…

Probability · Mathematics 2010-08-31 Kouji Yano , Kenji Yasutomi

The fidelity susceptibility and entanglement entropy in a system of two-leg $XXZ$ spin ladder with rung coupling is investigated by using exact diagonalization of the system. The effects of rung coupling on fidelity susceptibility,…

Quantum Physics · Physics 2010-04-22 Jie Ren , Shiqun Zhu

This paper formulates a notion of high-dimensional random dynamical systems that couple to another system, like an embedding environment, in such a way that each system engages in controlled exchange with the other system. Using the…

Mathematical Physics · Physics 2022-08-16 Dalton A R Sakthivadivel

The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions with different starting points. Nevertheless, the reflection coupling does not generalize to more than two Brownian motions. In this paper,…

Probability · Mathematics 2022-10-25 Cheuk Ting Li , Venkat Anantharam

For a Coupled Map Lattice with a specific strong coupling emulating Stavskaya's probabilistic cellular automata, we prove the existence of a phase transition using a Peierls argument, and exponential convergence to the invariant measures…

Dynamical Systems · Mathematics 2010-05-19 Augustin de Maere

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available.…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. Bovier , M. Eckhoff , V. Gayrard , M. Klein

Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…

Information Theory · Computer Science 2010-06-03 Siu-Wai Ho

Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…

Probability · Mathematics 2024-03-28 David J. Aldous , Madelyn Cruz , Shi Feng