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Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…

Statistics Theory · Mathematics 2025-11-11 Jonathan Ansari , Moritz Ritter

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…

Combinatorics · Mathematics 2011-10-17 Catherine Greenhill

We study tree-indexed random walks as introduced by Benjamini, H\"aggstr\"om, and Mossel, i.e. labelings of a tree for which adjacent vertices have labels differing by 1. It is a conjecture of those authors that the distribution of the…

Combinatorics · Mathematics 2019-01-29 Aaron Berger , Caleb Ji , Erik Metz

We introduce and study several random combinatorial billiard trajectories. Such a system, which depends on a fixed parameter $p\in(0,1)$, models a beam of light that travels in a Euclidean space, occasionally randomly reflecting off of a…

Probability · Mathematics 2024-06-13 Colin Defant

In this paper, we explore the reduction of functionality in a complex system as a consequence of cumulative random damage and imperfect reparation, a phenomenon modeled as a dynamical process on networks. We analyze the global…

Statistical Mechanics · Physics 2021-06-07 L. K. Eraso-Hernandez , A. P. Riascos , T. M. Michelitsch , J. Wang-Michelitsch

We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…

Probability · Mathematics 2024-08-14 Nikita Lvov

We consider a discrete-time random motion, Markov chain on the Poincar\'{e} disk. In the basic variant of the model a particle moves along certain circular arcs within the disk, its location is determined by a composition of random…

Probability · Mathematics 2019-12-13 Charles McCarthy , Gavin Nop , Reza Rastegar , Alexander Roitershtein

The mean-field variant of the model of limit order driven market introduced recently by Maslov is formulated and solved. The agents do not have any strategies and the memory of the system is kept within the order book. We show that he…

Statistical Mechanics · Physics 2009-11-07 Frantisek Slanina

The perturbed GUE corners ensemble is the joint distribution of eigenvalues of all principal submatrices of a matrix $G+\mathrm{diag}(\mathbf{a})$, where $G$ is the random matrix from the Gaussian Unitary Ensemble (GUE), and…

Probability · Mathematics 2021-07-30 Leonid Petrov , Mikhail Tikhonov

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Statistics Theory · Mathematics 2023-01-27 Ioannis Papastathopoulos , Adrian Casey , Jonathan A. Tawn

In this paper we introduce a new model of random spanning trees that we call choice spanning trees, constructed from so-called choice random walks. These are random walks for which each step is chosen from a subset of random options,…

Probability · Mathematics 2024-02-09 Eleanor Archer , Matan Shalev

This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the…

Probability · Mathematics 2013-06-25 Mark Adler , Pierre van Moerbeke , Dong Wang

The evolution of aligned DNA sequence sites is generally modeled by a Markov process operating along the edges of a phylogenetic tree. It is well known that the probability distribution on the site patterns at the tips of the tree…

Populations and Evolution · Quantitative Biology 2013-10-15 Benny Chor , Mike Steel

Conventional models of matching markets assume that monetary transfers can clear markets by compensating for utility differentials. However, empirical patterns show that such transfers often fail to close structural preference gaps. This…

Trading and Market Microstructure · Quantitative Finance 2025-11-27 Yao Wu

In this paper, we study a biased version of the nearest-neighbor transposition Markov chain on the set of permutations where neighboring elements $i$ and $j$ are placed in order $(i,j)$ with probability $p_{i,j}$. Our goal is to identify…

Discrete Mathematics · Computer Science 2017-08-18 Sarah Miracle , Amanda Pascoe Streib

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…

Statistical Mechanics · Physics 2022-06-22 Alejandro P. Riascos , Denis Boyer , José L. Mateos

We study the Tree Builder Random Walk: a randomly growing tree, built by a walker as she is walking around the tree. Namely, at each time $n$, she adds a leaf to her current vertex with probability $p_n \asymp n^{-\gamma}$, $\gamma\in…

Probability · Mathematics 2024-12-09 Janos Engländer , Giulio Iacobelli , Gábor Pete , Rodrigo Ribeiro

This paper studies a Markov chain for phylogenetic reconstruction which uses a popular transition between tree topologies known as subtree pruning-and-regrafting (SPR). We analyze the Markov chain in the simpler setting that the generating…

Populations and Evolution · Quantitative Biology 2015-03-13 Daniel Stefankovic , Eric Vigoda

We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…

Data Structures and Algorithms · Computer Science 2015-11-17 Hariharan Narayanan
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