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Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gibbs measures associated with certain continuous…

Probability · Mathematics 2021-12-07 Daniel Lacker , Jiacheng Zhang

Consider the Aldous Markov chain on the space of rooted binary trees with $n$ labeled leaves in which at each transition a uniform random leaf is deleted and reattached to a uniform random edge. Now, fix $1\le k < n$ and project the leaf…

Probability · Mathematics 2018-02-06 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

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…

Probability · Mathematics 2024-09-18 Mattias Byléhn

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

In [Aldous,Pitman,1998] a tree-valued Markov chain is derived by pruning off more and more subtrees along the edges of a Galton-Watson tree. More recently, in [Abraham,Delmas,2012], a continuous analogue of the tree-valued pruning dynamics…

Probability · Mathematics 2015-11-26 Wolfgang Löhr , Guillaume Voisin , Anita Winter

We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…

Spectral Theory · Mathematics 2007-05-23 Patrick McDonald , Robert Meyers

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Statistics Theory · Mathematics 2013-05-07 Romain Azaïs

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…

Probability · Mathematics 2025-09-15 Anatolii Puhalskii , Vadim Shcherbakov

We suggest a new method of describing invariant measures on Markov compacta and path spaces of graphs, and thus of describing characters of some groups and traces of AF-algebras. The method relies on properties of filtrations associated…

Representation Theory · Mathematics 2014-08-15 Anatoly Vershik

We analyze the invariant distributions of continuous-time and discrete-time random walks on randomly weighted complete digraphs. These distributions correspond to the principal left eigenvectors of the associated random Markov generators…

Probability · Mathematics 2026-02-18 Jacob Calvert , Frank den Hollander , Dana Randall

The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using…

Social and Information Networks · Computer Science 2023-07-27 Zachary M. Boyd , Nicolas Fraiman , Jeremy L. Marzuola , Peter J. Mucha , Braxton Osting , Jonathan Weare

Graph generative models have broad applications in biology, chemistry and social science. However, modelling and understanding the generative process of graphs is challenging due to the discrete and high-dimensional nature of graphs, as…

Machine Learning · Computer Science 2022-12-06 Han Huang , Leilei Sun , Bowen Du , Yanjie Fu , Weifeng Lv

We define a general notion of a smooth invariant (central) ergodic measure on the space of paths of an $N$-graded graph (Bratteli diagram). It is based on the notion of standardness of the tail filtration in the space of paths, and the…

Representation Theory · Mathematics 2013-12-30 Anatoly Vershik

We consider the random Markov matrix obtained by assigning i.i.d. non-negative weights to each edge of the complete oriented graph. In this study, the weights have unbounded first moment and belong to the domain of attraction of an…

Spectral Theory · Mathematics 2017-06-30 Charles Bordenave , Pietro Caputo , Djalil Chafaï , Daniele Piras

The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

A communication network can be modeled as a directed connected graph with edge weights that characterize performance metrics such as loss and delay. Network tomography aims to infer these edge weights from their pathwise versions measured…

Optimization and Control · Mathematics 2019-08-12 Mahmood Ettehad , Nick Duffield , Gregory Berkolaiko

We introduce a persistence-type invariant for finite weighted graphs based on combinatorial multivector dynamics. For each threshold parameter, a relation matrix determines a graph multivector field, whose induced directed dynamics admits a…

Dynamical Systems · Mathematics 2026-03-03 Donald Woukeng

Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities for…

Quantitative Methods · Quantitative Biology 2011-12-21 E. S. Roberts , A. C. C. Coolen

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale