Related papers: Markov chains through semigroup graph expansions (…
Geometric semigroup theory is the systematic investigation of finitely-generated semigroups using the topology and geometry of their associated automata. In this article we show how a number of easily-defined expansions on finite semigroups…
In this work we establish that finite directed graphs give rise to semiflows on the power set of their nodes. We analyze the topological dynamics for semiflows on finite directed graphs by characterizing Morse decompositions, recurrence…
We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these functionals over suitable classes of control variates. A…
Markov chains are used to give a purely probabilistic way of understanding the conjugacy classes of the finite symplectic and orthogonal groups in odd characteristic. As a corollary of these methods one obtains a probabilistic proof of…
The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these…
This review paper, written for the second edition of the Handbook of Markov Chain Monte Carlo, provides an introduction to the study of convergence analysis for Markov chain Monte Carlo (MCMC), aimed at researchers new to the field. We…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…
A new approach for optimal estimation of Markov chains with sparse transition matrices is presented.
We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…
We discuss a couple of examples of Markov chains. This note is written primarily for school students; it is based on a lecture given by the first author at a Math Circle at NAS (www.assagames.com/nas).
Inspired by the results of [R. Adin, A. Postnikov, Y. Roichman, Combinatorial Gelfand model, preprint math.RT arXiv:0709.3962], we propose combinatorial Gelfand models for semigroup algebras of some finite semigroups, which include the…
An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
For a relatively large class of well-behaved absorbing (or killed) finite Markov chains, we give detailed quantitative estimates regarding the behavior of the chain before it is absorbed (or killed). Typical examples are random walks on…
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…