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This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…
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…
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…
The switch Markov chain has been extensively studied as the most natural Markov Chain Monte Carlo approach for sampling graphs with prescribed degree sequences. We use comparison arguments with other, less natural but simpler to analyze,…
In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…
We study the worst-case communication complexity of distributed algorithms computing a path problem based on stationary distributions of random walks in a network $G$ with the caveat that $G$ is also the communication network. The problem…
The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…
We study the problem of generating a sample from the stationary distribution of a Markov chain, given a method to simulate the chain. We give an approximation algorithm for the case of a random walk on a regular graph with n vertices that…
One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…
One of the most influential recent results in network analysis is that many natural networks exhibit a power-law or log-normal degree distribution. This has inspired numerous generative models that match this property. However, more recent…
Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…
A random walk on a directed graph gives a Markov chain on the vertices of the graph. An important question that arises often in the context of Markov chain is whether the uniform distribution on the vertices of the graph is a stationary…
The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
We consider the problem of balancing load items (tokens) in networks. Starting with an arbitrary load distribution, we allow nodes to exchange tokens with their neighbors in each round. The goal is to achieve a distribution where all nodes…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
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…
The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…
We present an algorithmic method for analyzing networks of intersections with static signaling, with as primary example a line network that allows traffic flow over several intersections in one main direction. The method decomposes the…
Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical data analysis and signal processing and (ii) characterising classes of dynamical…