Related papers: Minimax redundancy for Markov chains with large st…
We study the following learning problem with dependent data: Observing a trajectory of length $n$ from a stationary Markov chain with $k$ states, the goal is to predict the next state. For $3 \leq k \leq O(\sqrt{n})$, using techniques from…
In this paper, we study the mixing time of the simple exclusion process with $k$ particles in the line segment $[1, N]$ with conductances $c^{(N)}(x, x+1)_{1\le x<N}$ where $c^{(N)}(x, x+1)>0$ is the rate of swapping the contents of the two…
Relaxation rates are key characteristics of quantum processes, as they determine how quickly a quantum system thermalizes, equilibrates, decoheres, and dissipates. While they play a crucial role in theoretical analyses, relaxation rates are…
We analyze the convergence rates for a family of auto-regressive Markov chains $(X^{(n)}_k)_{k\geq 0}$ on $\mathbb R^d$, where at each step a randomly chosen coordinate is replaced by a noisy damped weighted average of the others. The…
We show the existence of variable-rate rate-distortion codes that meet the disortion constraint almost surely and are minimax, i.e., strongly, universal with respect to an unknown source distribution and a distortion measure that is…
Consider the set of source distributions within a fixed maximum relative entropy with respect to a given nominal distribution. Lossless source coding over this relative entropy ball can be approached in more than one way. A problem…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…
This paper describes universal lossless coding strategies for compressing sources on countably infinite alphabets. Classes of memoryless sources defined by an envelope condition on the marginal distribution provide benchmarks for coding…
We study the rate of convergence of the Markov chain on $S_n$ which starts with a random $(n-k)$-cycle for a fixed $k \geq 1$, followed by random transpositions. The convergence to the stationary distribution turns out to be of order $n$.…
Using the concept of discrete noiseless channels, it was shown by Shannon in A Mathematical Theory of Communication that the ultimate performance of an encoder for a constrained system is limited by the combinatorial capacity of the system…
We investigate the convergence to (quasi--)equilibrium of a density dependent Markov chain in~${\mathbb Z}^d$, whose drift satisfies a system of ordinary differential equations having an attractive fixed point. For a sequence of such…
We derive uniform all-time concentration bound of the type 'for all $n \geq n_0$ for some $n_0$' for TD(0) with linear function approximation. We work with online TD learning with samples from a single sample path of the underlying Markov…
In analogy to the well-known notion of finite--state compressibility of individual sequences, due to Lempel and Ziv, we define a similar notion of "finite-state encryptability" of an individual plaintext sequence, as the minimum asymptotic…
This paper presents new lower and upper bounds for the optimal compression of binary prefix codes in terms of the most probable input symbol, where compression efficiency is determined by the nonlinear codeword length objective of…
We consider a Shannon cipher system for memoryless sources, in which distortion is allowed at the legitimate decoder. The source is compressed using a rate distortion code secured by a shared key, which satisfies a constraint on the…
We obtain a tight bound of $O(L^2\log k)$ for the mixing time of the exclusion process in $\mathbf{Z}^d/L\mathbf{Z}^d$ with $k\leq{1/2}L^d$ particles. Previously the best bound, based on the log Sobolev constant determined by Yau, was not…
This paper studies a finite reversible lumpable Markov chain for which relaxed spectral compression yields a larger determinant than partition-constrained compression. For a symmetric six-state lumpable chain and the positive operator…
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…
We consider a Markov chain $\{X_n\}_{n=0}^\8$ on $\R^d$ defined by the stochastic recursion $X_{n}=M_n X_{n-1}+Q_n$, where $(Q_n,M_n)$ are i.i.d. random variables taking values in the affine group $H=\R^d\rtimes {\rm GL}(\R^d)$. Assume that…