Related papers: Coupling for features of random walks

Random walks on graphs are an essential primitive for many randomised algorithms and stochastic processes. It is natural to ask how much can be gained by running $k$ multiple random walks independently and in parallel. Although the cover…

How to enable efficient analytics over such data has been an increasingly important research problem. Given the sheer size of such social networks, many existing studies resort to sampling techniques that draw random nodes from an online…

We consider a Markov chain on invertible $n\times n$ matrices with entries in $\mathbb{Z}_2$ which moves by picking an ordered pair of distinct rows and add the first one to the other, modulo $2$. We establish a logarithmic Sobolev…

We consider a model for a one-sided limit order book proposed by Lakner et al. We show that it can be coupled with a branching random walk and use this coupling to answer a non-trivial question about the long-term behavior of the price. The…

We extend the conductance and canonical paths methods to the setting of general finite Markov chains, including non-reversible non-lazy walks. The new path method is used to show that a known bound for mixing time of a lazy walk on a Cayley…

State-switching models such as hidden Markov models or Markov-switching regression models are routinely applied to analyse sequences of observations that are driven by underlying non-observable states. Coupled state-switching models extend…

In complex dynamical systems, the detection of coupling and its direction from observed time series is a challenging task. We study coupling in coupled Duffing oscillator systems in regular and chaotic dynamical regimes. By observing the…

A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…

For $d\ge 3$ we construct a new coupling of the trace left by a random walk on a large $d$-dimensional discrete torus with the random interlacements on $\mathbb Z^d$. This coupling has the advantage of working up to macroscopic subsets of…

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…

Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…

In this review paper, we describe the use of couplings in several different mathematical problems. We consider the total variation norm, maximal coupling, and the $\bar{d}$-distance. We present a detailed proof of a result recently proved:…

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…

We give a scheme of using the coupling method to obtain strong bounds for the convergence rate of the distribution of the backward renewal process in the total variation distance. This scheme can be applied to a wide class of regenerative…

This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equation. Through this connection, we re-derive known unbiased…

Let $N_n=\{1,2,...,n\}$. Elements are drawn from the set $N_n$ with replacement, assuming that each element has probability $1/n$ of being drawn. We determine the limiting distributions for the waiting time until the given portion of pairs…

For $N\in\mathbb{N}$, let $\pi_N$ be the law of the number of fixed points of a random permutation of $\{1, 2, ..., N\}$. Let $\mathcal{P}$ be a Poisson law of parameter 1.A classical result shows that $\pi_N$ converges to $\mathcal{P}$ for…

Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statistical and machine learning techniques. Discerning the presence…

We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Levy stochastic areas. In the two-dimensional case we show how to derive exact asymptotics for the coupling time under various mixed coupling…