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We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random walk on a regular Markov chain and a Hermitian matrix-valued…

Machine Learning · Statistics 2020-10-30 Jiezhong Qiu , Chi Wang , Ben Liao , Richard Peng , Jie Tang

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

Probability · Mathematics 2026-04-08 Antal A. Járai , Christian Mönch , Lorenzo Taggi

The mixing time of a graph is an important metric, which is not only useful in analyzing connectivity and expansion properties of the network, but also serves as a key parameter in designing efficient algorithms. We introduce a new notion…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-09 Anisur Rahaman Molla , Gopal Pandurangan

We study the mixing time of systematic scan Glauber dynamics Ising model on the complete graph. On the complete graph $K_n$, at each time, $k \leq n$ vertices are chosen uniformly random and are updated one by one according to the uniformly…

Probability · Mathematics 2024-11-11 Sanghak Jeon

Clustering is the propensity of nodes that share a common neighbour to be connected. It is ubiquitous in many networks but poses many modelling challenges. Clustering typically manifests itself by a higher than expected frequency of…

Dynamical Systems · Mathematics 2016-01-07 Martin Ritchie , Luc Berthouze , Istvan Z. Kiss

Apart from the role the clustering coefficient plays in the definition of the small-world phenomena, it also has great relevance for practical problems involving networked dynamical systems. To study the impact of the clustering coefficient…

Physics and Society · Physics 2022-07-19 Robert E. Kooij , Nikolaj Horsevad Sørensen , Roland Bouffanais

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…

Quantum Physics · Physics 2022-09-14 Shantanav Chakraborty , Kyle Luh , Jérémie Roland

The Ising model on networks plays a fundamental role as a testing ground for understanding cooperative phenomena in complex systems. Here we solve the synchronous dynamics of the Ising model on random graphs with an arbitrary degree…

Statistical Mechanics · Physics 2023-03-21 Leonardo S. Ferreira , Fernando L. Metz

Cluster Dynamical Mean Field Theories are analyzed in terms of their semiclassical limit and their causality properties, and a translation invariant formulation of the cellular dynamical mean field theory, PCDMFT, is presented. The…

Strongly Correlated Electrons · Physics 2009-11-10 G. Biroli , O. Parcollet , G. Kotliar

We study random walks on dynamically evolving graphs, where the environment is given by a time-dependent subset of the edges of an underlying graph. Concretely, following the recently introduced framework of Lelli and Stauffer, we consider…

Probability · Mathematics 2026-05-08 Andreas Galanis , Leslie Ann Goldberg , Xandru Mifsud

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

Critical behaviour of a nearly critical system, subjected to vivid turbulent mixing, is studied by means of the field theoretic renormalization group. Namely, relaxational stochastic dynamics of a non-conserved order parameter of the…

Statistical Mechanics · Physics 2015-03-20 N. V. Antonov , A. S. Kapustin

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…

Probability · Mathematics 2025-11-05 Muhammad Abdullah Naeem

We study the random-cluster model on trees and treelike graphs at low temperatures. This is a model of dependent percolation parametrized by an edge probability $p\in (0,1)$ and a clustering weight $q\in [1,\infty)$, generalizing…

Probability · Mathematics 2026-04-23 Antonio Blanca , Reza Gheissari , Heehyun Park , Xusheng Zhang

We provide a general framework for computing upper bounds on mixing times of finite Markov chains when its minimal ideal is left zero. Our analysis is based on combining results by Brown and Diaconis with our previous work on stationary…

Probability · Mathematics 2023-01-04 John Rhodes , Anne Schilling

An important paradigm in the understanding of mixing times of Glauber dynamics for spin systems is the correspondence between spatial mixing properties of the models and bounds on the mixing time of the dynamics. This includes, in…

Probability · Mathematics 2023-10-05 Reza Gheissari , Alistair Sinclair

We consider the problem of sampling from the ferromagnetic $q$-state Potts model on the random $d$-regular graph with parameter $\beta>0$. A key difficulty that arises in sampling from the model is the existence of a metastability window…

Probability · Mathematics 2026-02-16 Andreas Galanis , Leslie Ann Goldberg , Paulina Smolarova

It was recently shown how graphs can be used to provide descriptions of psychopathologies, where symptoms of, say, depression, affect each other and certain configurations determine whether someone could fall into a sudden depression. To…

Applications · Statistics 2017-04-21 Lourens J. Waldorp , Jolanda J. Kossakowski

The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

Probability · Mathematics 2022-09-01 Xuda Ye , Zhennan Zhou