Related papers: Deterministic chaos for Markov chains
We consider the problem of characterising expected hitting times and hitting probabilities for imprecise Markov chains. To this end, we consider three distinct ways in which imprecise Markov chains have been defined in the literature: as…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
Three types of orbits are theoretically possible in autonomous Hamiltonian systems with three degrees of freedom: fully chaotic (they only obey the energy integral), partially chaotic (they obey an additional isolating integral besides…
We prove that transport in the phase space of the "most strongly chaotic" dynamical systems has three different stages. Consider a finite Markov partition (coarse graining) $\xi$ of the phase space of such a system. In the first short times…
We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
We consider two stable heteroclinic cycles rotating in opposite directions, coupled via diffusive terms. A complete synchronization in this system is impossible, and numerical exploration shows that chaos is abundant at low levels of…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer…
Stationary wave solutions of the perturbed Korteweg-de Vries equation are considered in the presence of external hamiltonian perturbations. Conditions of their chaotic behaviour are studied with the help of Melnikov theory. For the…
For the past decade there has been a considerable debate about the existence of chaos in the mixmaster cosmological model. The debate has been hampered by the coordinate, or observer dependence of standard chaotic indicators such as…
Consider an ergodic Markov chain on a countable state space for which the return times have exponential tails. We show that the stationary version of any such chain is a finitary factor of an i.i.d. process. A key step is to show that any…
We review recent results on the metastable behavior of continuous-time Markov chains derived through the characterization of Markov chains as unique solutions of martingale problems.
The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…
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…
We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a…
We describe and characterize rigorously the chaotic behavior of the sine-Gordon equation. The existence of invariant manifolds and the persistence of homoclinic orbits for a perturbed sine--Gordon equation are established. We apply a…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
It is shown how a natural representation of perpetuities as asymptotically homogeneous in space Markov chains allows to prove various asymptotic tail results for stable perpetuities and limit theorems for unstable ones. Some of these…
Given an infinitesimal perturbation of a discrete-time finite Markov chain, we seek the states that are stable despite the perturbation, \textit{i.e.} the states whose weights in the stationary distributions can be bounded away from $0$ as…