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We prove a version of McDiarmid's bounded differences inequality for Markov chains, with constants proportional to the mixing time of the chain. We also show variance bounds and Bernstein-type inequalities for empirical averages of Markov…

Probability · Mathematics 2018-11-14 Daniel Paulin

Given a Bratteli diagram B, we study the set O(B) of all possible orderings w on a Bratteli diagram B and its subset P(B) consisting of `perfect' orderings that produce Bratteli-Vershik dynamical systems (Vershik maps). We give necessary…

Dynamical Systems · Mathematics 2013-08-13 Sergey Bezuglyi , Jan Kwiatkowski , Reem Yassawi

This paper presents a novel spectral algorithm with additive clustering designed to identify overlapping communities in networks. The algorithm is based on geometric properties of the spectrum of the expected adjacency matrix in a random…

Machine Learning · Statistics 2017-11-07 Emilie Kaufmann , Thomas Bonald , Marc Lelarge

In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…

Probability · Mathematics 2025-11-25 C. A. Fonseca-Mora

We introduce a four-parameter family of interacting particle systems on the line which can be diagonalized explicitly via a complete set of Bethe ansatz eigenfunctions, and which enjoy certain Markov dualities. Using this, for the systems…

Probability · Mathematics 2019-06-07 Ivan Corwin , Leonid Petrov

In network inference applications, it is often desirable to detect community structure, namely to cluster vertices into groups, or blocks, according to some measure of similarity. Beyond mere adjacency matrices, many real networks also…

Social and Information Networks · Computer Science 2021-08-06 Cong Mu , Angelo Mele , Lingxin Hao , Joshua Cape , Avanti Athreya , Carey E. Priebe

This paper surveys the analysis of parametric Markov models whose transitions are labelled with functions over a finite set of parameters. These models are symbolic representations of uncountable many concrete probabilistic models, each…

Logic in Computer Science · Computer Science 2022-07-15 Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…

Probability · Mathematics 2008-12-18 Clement Pellegrini

Within the applications of spatial point processes, it is increasingly becoming common that events are labeled by marks, prompting an exploration beyond the spatial distribution of events by incorporating the marks in the undertaken…

Methodology · Statistics 2023-09-06 Matthias Eckardt , Mehdi Moradi

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…

Probability · Mathematics 2019-10-04 Richard C. Bradley

In this note we apply a substantial improvement of a result of S. Ferenczi on $S$-adic subshifts to give Bratteli-Vershik representations of these subshifts.

Dynamical Systems · Mathematics 2012-10-05 Fabien Durand , Julien Leroy

We study the spectral statistics of quantum (metric) graphs whose vertices are equipped with preferred orientation vertex conditions. When comparing their spectral statistics to those predicted by suitable random matrix theory ensembles,…

Spectral Theory · Mathematics 2025-08-08 Ram Band , Pavel Exner , Divya Goel , Aviya Strauss

A Jacobi matrix with matrix entries is a self-adjoint block tridiagonal matrix with invertible blocks on the off-diagonals. Averaging over boundary conditions leads to explicit formulas for the averaged spectral measure which can…

Mathematical Physics · Physics 2011-05-10 Christian Sadel , Hermann Schulz-Baldes

The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these…

Probability · Mathematics 2007-05-23 Christophe Sabot

We give the automata which describe time evolution rules of the box-ball system (BBS) with a carrier. It can be shown by use of tropical geometry, such systems are ultradiscrete analogues of KdV equation. We discuss their relation with the…

Spectral Theory · Mathematics 2016-05-04 Tsuyoshi Kato , Satoshi Tsujimoto , Andrzej Zuk

This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…

Probability · Mathematics 2019-07-02 Roy Cerqueti , Emilio De Santis

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

Probability · Mathematics 2014-06-18 Sophie Lemaire

The "carries" when n random numbers are added base b form a Markov chain with an "amazing" transition matrix determined by Holte. This same Markov chain occurs in following the number of descents or rising sequences when n cards are…

Combinatorics · Mathematics 2009-02-03 Persi Diaconis , Jason Fulman

We study some spectral properties of a matrix that is constructed as a combination of a Laplacian and an adjacency matrix of simple graphs. The matrix considered depends on a positive parameter, as such we consider the implications in…

Dynamical Systems · Mathematics 2024-08-02 Riccardo Bonetto , Hildeberto Jardón Kojakhmetov
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