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Coordinating multiple interacting agents to achieve a common goal is a difficult task with huge applicability. This problem remains hard to solve, even when limiting interactions to be mediated via a static interaction-graph. We present a…

Machine Learning · Computer Science 2020-07-01 Dominik Linzner , Heinz Koeppl

The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…

Probability · Mathematics 2015-06-22 Paul Dupuis , Yufei Liu

Potential theory is a central tool to understand and analyse Markov processes. In this article, we develop its probabilistic counterpart for branching Markov chains. Specifically, we examine versions of quasi-processes or interlacements…

Probability · Mathematics 2023-11-07 Steffen Dereich , Martin Maiwald

We make use of matrix representations of completely positive maps in order to study open quantum dynamics on graphs, with emphasis on quantum walks and the associated trajectories obtained via a monitoring of the position. We discuss the…

Mathematical Physics · Physics 2019-01-08 Carlos F. Lardizabal

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

Motivated by multiple applications in social networks, nervous systems, and financial risk analysis, we consider the problem of learning the underlying (directed) influence graph or causal graph of a high-dimensional multivariate…

Machine Learning · Computer Science 2024-06-14 Smita Bagewadi , Avhishek Chatterjee

We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on a Markovian latent space dynamic: consecutive latent points are sampled on the Euclidean Sphere using an unknown Markov…

Machine Learning · Computer Science 2022-03-10 Quentin Duchemin , Yohann de Castro

We study a class of dissipative PDE's perturbed by a bounded random kick force. It is assumed that the random force is non-degenerate, so that the Markov process obtained by the restriction of solutions to integer times has a unique…

Analysis of PDEs · Mathematics 2012-12-05 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…

Probability · Mathematics 2015-04-01 Agnes Coquio

We study the almost sure convergence of the occupation measure of evolution models where mutation rates decrease over time. We show that if the mutation parameter vanishes at a controlled rate, then the empirical occupation measure…

Probability · Mathematics 2026-04-30 Michel Benaïm , Mario Bravo , Mathieu Faure

One of the most influential recent results in network analysis is that many natural networks exhibit a power-law or log-normal degree distribution. This has inspired numerous generative models that match this property. However, more recent…

Data Structures and Algorithms · Computer Science 2011-09-01 Isabelle Stanton , Ali Pinar

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…

Probability · Mathematics 2015-10-20 Y. Belopolskaya , Y. Suhov

Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or…

Methodology · Statistics 2015-03-19 Nanny Wermuth , Kayvan Sadeghi

We propose a two step strategy for estimating one-dimensional dynamical parameters of a quantum Markov chain, which involves quantum post-processing the output using a coherent quantum absorber and a "pattern counting'' estimator computed…

Quantum Physics · Physics 2025-08-28 Federico Girotti , Alfred Godley , Mădălin Guţă

In this paper we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large deviations result analogous to Sanov's theorem for the empirical measure associated to finite sequences of…

Quantum Physics · Physics 2015-06-22 Merlijn van Horssen , Madalin Guta

The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using…

Social and Information Networks · Computer Science 2023-07-27 Zachary M. Boyd , Nicolas Fraiman , Jeremy L. Marzuola , Peter J. Mucha , Braxton Osting , Jonathan Weare

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…

Probability · Mathematics 2020-07-07 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable…

Probability · Mathematics 2019-12-24 Joris Bierkens , Pierre Nyquist , Mikola C. Schlottke

Empirical processes for stationary, causal sequences are considered. We establish empirical central limit theorems for classes of indicators of left half lines, absolutely continuous functions and piecewise differentiable functions. Sample…

Statistics Theory · Mathematics 2007-06-13 Wei Biao Wu

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev