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Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

Probability · Mathematics 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph…

Machine Learning · Statistics 2014-11-10 Jose M. Peña

A group is Markov if it admits a prefix-closed regular language of unique representatives with respect to some generating set, and strongly Markov if it admits such a language of unique minimal-length representatives over every generating…

Group Theory · Mathematics 2015-10-21 Alan J. Cain , Victor Maltcev

We extend Andersson-Madigan-Perlman chain graphs by (i) relaxing the semidirected acyclity constraint so that only directed cycles are forbidden, and (ii) allowing up to two edges between any pair of nodes. We introduce global, and ordered…

Machine Learning · Statistics 2016-02-22 Jose M. Peña

There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…

Probability · Mathematics 2026-02-27 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition…

Probability · Mathematics 2009-06-17 Stephen Boyd , Persi Diaconis , Pablo A. Parrilo , Lin Xiao

A new method for the construction of Fock-adapted operator Markovian cocycles is outlined, and its use is illustrated by application to a number of examples arising in physics and probability. The construction uses the Trotter-Kato Theorem…

Functional Analysis · Mathematics 2007-05-23 J. Martin Lindsay , Stephen J. Wills

Random walks cannot, in general, be pushed forward by quasi-isometries. Tame Markov chains were introduced as a `quasi-isometry invariant' are a generalization of random walks. In this paper, we construct several examples of tame Markov…

Group Theory · Mathematics 2023-09-27 Antoine Goldsborough , Stefanie Zbinden

The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…

Probability · Mathematics 2022-03-08 Laurent Miclo , Pierre Patie , Rohan Sarkar

Consider a finite irreducible Markov chain with invariant distribution $\pi$. We use the inner product induced by $\pi$ and the associated heat operator to simplify and generalize some results related to graph partitioning and the small-set…

Data Structures and Algorithms · Computer Science 2013-11-05 Ryan O'Donnell , David Witmer

It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions…

Probability · Mathematics 2008-01-21 Jason Fulman

We introduce a new definition of exponential family of Markov chains, and show that many characteristic properties of the usual exponential family of probability distributions are properly extended to Markov chains. The method of…

Information Theory · Computer Science 2017-01-24 Hiroshi Nagaoka

The goal of these lectures is to survey some of the recent progress on the description of large-scale structure of random trees. We use the framework of Markov-Branching sequences of trees and discuss several applications.

Probability · Mathematics 2016-05-26 Bénédicte Haas

In this paper we elaborate on the structure of the semigroup tree and the regularities on the number of descendants of each node observed earlier. These regularites admit two different types of behavior and in this work we investigate which…

Combinatorics · Mathematics 2008-10-10 Maria Bras-Amoros , Stanislav Bulygin

In this manuscript, we delve into the exploration of the first and second Zagreb connection indices of both polyomino chains and random polyomino chains. Our methodology relies on the utilization of Markov chain theory. Within this…

Disordered Systems and Neural Networks · Physics 2024-05-22 Sayle Sigarreta , Hugo Cruz-Suarez

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

Probability · Mathematics 2012-10-11 Fangjun Xu

The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…

Probability · Mathematics 2026-01-27 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

In order to investigate the relationship between Shannon information measure of random variables, scholars such as Yeung utilized information diagrams to explore the structured representation of information measures, establishing…

Information Theory · Computer Science 2024-01-15 Xiaohui Niu , Wenxi Li , Zhongzhi Wang

We show that quasi-isometries of (well-behaved) hierarchically hyperbolic groups descend to quasi-isometries of their maximal hyperbolic space. This has two applications, one relating to quasi-isometry invariance of acylindrical…

Group Theory · Mathematics 2025-01-08 Antoine Goldsborough , Mark Hagen , Harry Petyt , Jacob Russell , Alessandro Sisto

We present formulas for quasi-ergodic limits of finite absorbing Markov chains. Since the irreducible case has been solved in 1965 by Darroch and Seneta, we focus on the reducible case, and our results are based on a very precise asymptotic…

Probability · Mathematics 2021-06-15 Fritz Colonius , Martin Rasmussen