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Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Probability · Mathematics 2017-02-01 Tingyue Gan , Maria Cameron

We start from the Theory of Random Point Processes to derive n-point coupled master equations describing the continuous dynamics of discrete variables in random graphs. These equations constitute a hierarchical set of approximations that…

Disordered Systems and Neural Networks · Physics 2021-11-24 David Machado , Roberto Mulet

We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…

Probability · Mathematics 2016-08-14 Benjamin Jourdain , Tony Lelièvre , Błażej Miasojedow

Consider a sequence of continuous-time irreducible reversible Markov chains and a sequence of initial distributions, $\mu_n$. The sequence is said to exhibit $\mu_n$-cutoff if the convergence to stationarity in total variation distance is…

Probability · Mathematics 2018-02-27 Jonathan Hermon

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

Statistics Theory · Mathematics 2026-03-26 Ziwei Su , Imon Banerjee , Diego Klabjan

Applying the mathematical circulation theory of Markov chains, we investigate the synchronized stochastic dynamics of a discrete network model of yeast cell-cycle regulation where stochasticity has been kept rather than being averaged out.…

Molecular Networks · Quantitative Biology 2009-04-16 Hao Ge , Hong Qian , Min Qian

How a system initially at infinite temperature responds when suddenly placed at finite temperatures is a way to check the existence of phase transitions. It has been shown in [R. da Silva, IJMPC 2023] that phase transitions are imprinted in…

A cellular automaton model is presented for random walkers with biologically motivated interactions favoring local alignment and leading to collective motion or swarming behavior. The degree of alignment is controlled by a sensitivity…

Biological Physics · Physics 2009-10-30 H. J. Bussemaker , A. Deutsch , E. Geigant

We prove an inequality on decision trees on monotonic measures which generalizes the OSSS inequality on product spaces. As an application, we use this inequality to prove a number of new results on lattice spin models and their…

Probability · Mathematics 2018-12-27 Hugo Duminil-Copin , Aran Raoufi , Vincent Tassion

Recently, several complex network approaches to time series analysis have been developed and applied to study a wide range of model systems as well as real-world data, e.g., geophysical or financial time series. Among these techniques,…

Chaotic Dynamics · Physics 2012-03-23 Reik V. Donner , Jobst Heitzig , Jonathan F. Donges , Yong Zou , Norbert Marwan , Jürgen Kurths

Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…

Probability · Mathematics 2025-12-23 Miha Brešar , Aleksandar Mijatović , Gareth Roberts

The random-cluster model is a dependent percolation model that has applications in the study of Ising and Potts models. In this paper, several new results are obtained for the random-cluster model on nonamenable graphs with cluster…

Probability · Mathematics 2007-05-23 Olle Haggstrom , Johan Jonasson , Russell Lyons

Consider Glauber dynamics for the Ising model on a graph of $n$ vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least $n\log n/f(\Delta)$, where $\Delta$ is the maximum degree and $f(\Delta) = \Theta(\Delta…

Probability · Mathematics 2013-09-26 Jian Ding , Yuval Peres

Autonomous randomly coupled neural networks display a transition to chaos at a critical coupling strength. We here investigate the effect of a time-varying input on the onset of chaos and the resulting consequences for information…

Neurons and Cognition · Quantitative Biology 2018-11-21 Jannis Schuecker , Sven Goedeke , Moritz Helias

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…

We study the worst-case mixing time of the global Kawasaki dynamics for the fixed-magnetization Ising model on the class of graphs of maximum degree $\Delta$. Proving a conjecture of Carlson, Davies, Kolla, and Perkins, we show that below…

Data Structures and Algorithms · Computer Science 2025-11-25 Aiya Kuchukova , Marcus Pappik , Will Perkins , Corrine Yap

Given an underlying graph, we consider the following \emph{dynamics}: Initially, each node locally chooses a value in $\{-1,1\}$, uniformly at random and independently of other nodes. Then, in each consecutive round, every node updates its…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-07-26 Luca Becchetti , Andrea Clementi , Emanuele Natale , Francesco Pasquale , Luca Trevisan

The random--anisotropy Blume--Emery--Griffiths model, which has been proposed to describe the critical behavior of $^3$He--$^4$He mixtures in a porous medium, is studied in the pair approximation of the cluster variation method extended to…

Condensed Matter · Physics 2009-10-22 C. Buzano , A. Maritan , A. Pelizzola

The Ising model is widely regarded as the most studied model of spin-systems in statistical physics. The focus of this paper is its dynamic (stochastic) version, the Glauber dynamics, introduced in 1963 and by now the most popular means of…

Probability · Mathematics 2010-08-09 Eyal Lubetzky , Allan Sly

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester