Related papers: Topological and metric recurrence for general Mark…
The goal of this paper is to survey the history, development and current status of the Return Times Theorem and its many extensions and variations. Let $(X, \mathcal{F}, \mu)$ be a finite measure space and let $T:X \rightarrow X$ be a…
We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…
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…
In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…
For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…
This paper generalizes the work of Kendall [Electron. Comm. Probab. 9 (2004) 140--151], which showed that perfect simulation, in the form of dominated coupling from the past, is always possible (although not necessarily practical) for…
We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected…
We summarize some facts on chains (totally ordered sets), from an order-theoretic and from a topological point of view. We highlight the fact that many classical theorems that are true for partially ordered sets under some completeness…
In this work, we are interested in characterizing typical (generic) dimensional properties of invariant measures associated with the full-shift system, $T$, in a product space whose alphabet is a perfect and separable metric space (thus,…
We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…
A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a…
Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…
This review is an extended version of the Seoul ICM 2014 proceedings.It is a short overview of the "topological recursion", a relation appearing in the asymptotic expansion of many integrable systems and in enumerative problems. We recall…
This paper will study topological, geometrical and measure-theoretical properties of the real Fibonacci map. Our goal was to figure out if this type of recurrence really gives any pathological examples and to compare it with the infinitely…
Chaotic attractors, chaotic saddles and periodic orbits are examples of chain-recurrent sets. Using arbitrary small controls, a trajectory starting from any point in a chain-recurrent set can be steered to any other in that set. The…
Recently many papers on cone metric spaces have been appeared, and main topological properties of such spaces have been obtained. A cone metric space is Hausdorff, and first countable, so the topology of it coincides with a topology induced…