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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…
Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…
We prove exponential decay of pair correlations for 1D stationary point processes when spacings satisfy a Markov condition, geometric ergodicity, and a condition on exponential moments. The conditions are phrased for stationary sequences of…
Let $A$ and $B$ be associative algebras over a field $F$ with {\rm char}$(F)\ne 2$. Our first main result states that if $A$ is unital and equal to its commutator ideal, then every Jordan epimorphism $\varphi:A\to B$ is the sum of a…
The paper deals with the convergence properties of the products of random (row-)stochastic matrices. The limiting behavior of such products is studied from a dynamical system point of view. In particular, by appropriately defining a dynamic…
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe…
Matching entries of correlated shuffled databases have practical applications ranging from privacy to biology. In this paper, motivated by synchronization errors in the sampling of time-indexed databases, matching of random databases under…
A unified approach to parametrization of the mixing matrix for $N$ generations is developed. This approach not only has a clear geometrical underpinning but also has the advantage of being economical and recursive and leads in a natural way…
Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…
The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
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…
We present and explore a general method for deriving a Lie-Markov model from a finite semigroup. If the degree of the semigroup is $k$, the resulting model is a continuous-time Markov chain on $k$ states and, as a consequence of the product…
Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
Product-form stationary distributions in Markov chains have been a foundational advance and driving force in our understanding of stochastic systems. In this paper, we introduce a new product-form relationship that we call "graph-based…
A symmetric matrix is Robinsonian if its rows and columns can be simultaneously reordered in such a way that entries are monotone nondecreasing in rows and columns when moving toward the diagonal. The adjacency matrix of a graph is…
We show that the quantum $R$ matrix for symmetric tensor representations of $U_q(A^{(1)}_n)$ satisfies the sum rule required for its stochastic interpretation under a suitable gauge. Its matrix elements at a special point of the spectral…
This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…
Phylogenetic tree shapes capture fundamental signatures of evolution. We consider ``ranked'' tree shapes, which are equipped with a total order on the internal nodes compatible with the tree graph. Recent work has established an elegant…