Related papers: Concentration of Broadcast Models on Trees
The seminal work of Chow and Liu (1968) shows that approximation of a finite probabilistic system by Markov trees can achieve the minimum information loss with the topology of a maximum spanning tree. Our current paper generalizes the…
We revisit the problem of broadcasting on $d$-ary trees: starting from a Bernoulli$(1/2)$ random variable $X_0$ at a root vertex, each vertex forwards its value across binary symmetric channels $\mathrm{BSC}_\delta$ to $d$ descendants. The…
In [Athreya, den Hollander, R\"ollin; 2021, arXiv:1908.06241] models from population genetics were used to define stochastic dynamics in the space of graphons arising as continuum limits of dense graphs. In the present paper we exhibit an…
Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…
We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability…
In this paper we start a systematic study of quantum field theory on random trees. Using precise probability estimates on their Galton-Watson branches and a multiscale analysis, we establish the general power counting of averaged Feynman…
We study notions of hyperuniformity for invariant locally square-integrable point processes in regular trees. We show that such point processes are never geometrically hyperuniform, and if the diffraction measure has support in the…
In the critical beta-splitting model of a random $n$-leaf rooted tree, clades are recursively split into sub-clades, and a clade of $m$ leaves is split into sub-clades containing $i$ and $m-i$ leaves with probabilities $\propto 1/(i(m-i))$.…
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…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
In this study, we generate quantum channels with random Kraus operators to typically obtain almost twirling quantum channels and quantum expanders. To prove the concentration phenomena, we use matrix Bernstein's inequality. In this way, our…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
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 $n$.…
On trees of fixed order, we show a direct relation between Kemeny's constant and Wiener index, and provide a new formula of Kemeny's constant from the relation with a combinatorial interpretation. Moreover, the relation simplifies proofs of…
We analyze an evolving network model of Krapivsky and Redner in which new nodes arrive sequentially, each connecting to a previously existing node b with probability proportional to the p-th power of the in-degree of b. We restrict to the…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
We consider a recurrent Markov process which is an It\^o semi-martingale. The L\'evy kernel describes the law of its jumps. Based on observations X(0),X({\Delta}),...,X(n{\Delta}), we construct an estimator for the L\'evy kernel's density.…
A family $\{Q_{\beta}\}_{\beta \geq 0}$ of Markov chains is said to exhibit $\textit{metastable mixing}$ with $\textit{modes}$ $S_{\beta}^{(1)},\ldots,S_{\beta}^{(k)}$ if its spectral gap (or some other mixing property) is very close to the…