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We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…

Probability · Mathematics 2020-06-19 Leran Cai , Thomas Sauerwald , Luca Zanetti

We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state $i$ to state $j\neq i$ at time $n$ is $G(i,j)/n^\zeta$ for a ``generator'' matrix $G$ and strength parameter $\zeta>0$. In these chains,…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…

Probability · Mathematics 2024-06-26 Kirill Mosievich

We consider a model for driven particulate matter in which absorbing states can be reached both by particle isolation and by particle caging. The model predicts a non-equilibrium phase diagram in which analogues of hydrodynamic and elastic…

Soft Condensed Matter · Physics 2020-03-04 Christopher Ness , Michael E. Cates

We study pretty good quantum state transfer (i.e., state transfer that becomes arbitrarily close to perfect) between vertices of graphs with an involution in the presence of an energy potential. In particular, we show that if a graph has an…

Combinatorics · Mathematics 2017-02-24 Mark Kempton , Gabor Lippner , Shing-Tung Yau

We present a stochastic dynamics model of coupled evolution for the binary states of nodes and links in a complex network. In the context of opinion formation node states represent two possible opinions and link states a positive or…

Physics and Society · Physics 2018-11-26 Meghdad Saeedian , Maxi San Miguel , Raul Toral

Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…

Probability · Mathematics 2025-03-25 Philipp König , Thomas Richthammer

We consider a Markov chain $(M_{n})_{n\ge 0}$ on the set $\mathbb{N}_{0}$ of nonnegative integers which is eventually decreasing, i.e. $\mathbb{P}\{M_{n+1}<M_{n}|M_{n}\ge a\}=1$ for some $a\in\mathbb{N}$ and all $n\ge 0$. We are interested…

Probability · Mathematics 2015-09-08 Gerold Alsmeyer , Alexander Marynych

We study zero-temperature Glauber dynamics for Ising-like spin variable models in quenched random networks with random zero-magnetization initial conditions. In particular, we focus on the absorbing states of finite systems. While it has…

Statistical Mechanics · Physics 2012-03-21 Yongjoo Baek , Meesoon Ha , Hawoong Jeong

We present a closed-form, computable expression for the expected number of times any transition event occurs during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state,…

Probability · Mathematics 2017-06-09 Brian D. Ewald , Jeffrey Humpherys , Jeremy West

We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…

Probability · Mathematics 2023-08-01 Aurélien Velleret

We characterize absorption-time distributions for birth-death Markov chains with an absorbing boundary. For "extinction-prone" chains (which drift on average toward the absorbing state) the asymptotic distribution is Gaussian, Gumbel, or…

Statistical Mechanics · Physics 2022-06-08 David Hathcock , Steven H. Strogatz

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Other Condensed Matter · Physics 2009-11-11 Semen A. Trygubenko , David J. Wales

Discrete time random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniform continuous and contractive are considered. A notion of a…

Probability · Mathematics 2015-06-16 Ivan Werner

We study the almost sure convergence of the occupation measure of evolution models where mutation rates decrease over time. We show that if the mutation parameter vanishes at a controlled rate, then the empirical occupation measure…

Probability · Mathematics 2026-04-30 Michel Benaïm , Mario Bravo , Mathieu Faure

We consider the problem of finding the transition rates of a continuous-time homogeneous Markov chain under the empirical condition that the state changes at most once during a time interval of unit length. It is proven that this…

Probability · Mathematics 2023-06-01 Philippe Carette , Marie-Anne Guerry

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Probability · Mathematics 2022-05-04 Iddo Ben-Ari , Behrang Forghani

We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…

Probability · Mathematics 2019-11-25 William Oçafrain

In this paper, we study discrete-time absorbing Markov Decision Processes (MDP) with measurable state space and Borel action space with a given initial distribution. For such models, solutions to the characteristic equation that are not…

Optimization and Control · Mathematics 2025-10-10 François Dufour , Tomás Prieto-Rumeau