Related papers: Virtual Markov chains
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…
A first version of a multi-scale, multi-physic hybrid model --called virtual material-- for predictions on Self-Healing Ceramic Matrix Composite's (CMCs) lifetime is presented. The model has a mechanical and a chemical part, which are…
We consider topological Markov chains (also called Markov shifts) on countable graphs. We show that a transient graph can be extended to a recurrent graph of equal entropy which is either positive recurrent of null recurrent, and we give an…
In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare.These estimates are then used to apply the…
Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…
We extend to the long virtual knot case the constructions first presented by A. Henrich and later generalized by the author to the framed virtual knot case. These consist of three Vassiliev invariants of order one, including a universal…
We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…
Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
Information geometry of Markov chains has been studied using the dually flat structure of the space of transition probabilities. Although applications of this structure have been investigated, few attempts have examined its statistical…
The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…
In this paper, we generalize our formalism of the elliptic virtual structure constants to hypersurfaces and complete intersections within certain weighted projective spaces possessing a single K\"ahler class.
We describe all closed permutation groups which act on the set of vectors of a countable vector space $V$ over a prime field of odd order and which contain all automorphisms of $V$. In particular, we prove that their number is finite. These…
We obtain sharp bounds on the convergence rate of Markov chains on irreducible representations of finite general linear, unitary, and symplectic groups (in both odd and even characteristic) given by tensoring with Weil representations.
In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these functionals over suitable classes of control variates. A…
In this paper, we develop an in-depth analysis of non-reversible Markov chains on denumerable state space from a similarity orbit perspective. In particular, we study the class of Markov chains whose transition kernel is in the similarity…
Labeled Markov Chains (or LMCs for short) are useful mathematical objects to model complex probabilistic languages. A central challenge is to compare two LMCs, for example to assess the accuracy of an abstraction or to quantify the effect…
The aim of this paper is to develop a general theory for the class of skip-free Markov chains on denumerable state space. This encompasses their potential theory via an explicit characterization of their potential kernel expressed in terms…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…