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We use SLE(6) paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice -- that is, the…

Probability · Mathematics 2009-11-11 Federico Camia , Charles M. Newman

This paper is a variation on the uniform spanning tree theme. We use random spanning forests to solve the following problem: for a Markov process on a finite set of size $n$, find a probability law on the subsets of any given size $m \leq…

Probability · Mathematics 2016-02-01 Luca Avena , Alexandre Gaudillière

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a…

Probability · Mathematics 2010-09-01 Zhen-Qing Chen , Panki Kim , Takashi Kumagai

Approximating the stationary probability of a state in a Markov chain through Markov chain Monte Carlo techniques is, in general, inefficient. Standard random walk approaches require $\tilde{O}(\tau/\pi(v))$ operations to approximate the…

Discrete Mathematics · Computer Science 2018-01-03 Marco Bressan , Enoch Peserico , Luca Pretto

We consider random partitions of the vertex set of a given finite graph that can be sampled by means of loop-erased random walks stopped at a random exponential time of parameter $q>0$. The related random blocks tend to cluster nodes…

Probability · Mathematics 2023-01-25 Luca Avena , Jannetje Driessen , Twan Koperberg

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

Consider a finite irreducible Markov chain with invariant distribution $\pi$. We use the inner product induced by $\pi$ and the associated heat operator to simplify and generalize some results related to graph partitioning and the small-set…

Data Structures and Algorithms · Computer Science 2013-11-05 Ryan O'Donnell , David Witmer

A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…

Probability · Mathematics 2007-05-23 R. W. R. Darling

Motivated by various applications, we describe the scaling limits of bivariate Markov chains $(X,J)$ on $\mathbb Z_+ \times \{1,\ldots,\kappa\}$ where $X$ can be viewed as a position marginal and $\{1,\ldots,\kappa\}$ is a set of $\kappa$…

Probability · Mathematics 2016-12-20 Bénédicte Haas , Robin Stephenson

We study the random loop model with crosses and bars on sparse random graphs. Our main objective is to prove the existence of macroscopic loops, in the sense that a loop visits a positive proportion of the vertices. We develop a…

Probability · Mathematics 2026-04-23 Andreas Klippel

Reinforced processes are known to provide a stochastic representation for the quasi-stationary distribution of a given killed Markov process - describing the killed Markov process at fixed time instants. In this paper we shall adapt the…

Probability · Mathematics 2022-02-10 Oliver Tough

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

Probability · Mathematics 2025-10-03 Juan Carlos Arroyave , Eldon Barros , Eduardo Pimenta

We provide explicit conditions, in terms of the transition kernel of its driving particle, for a Markov branching process to admit a scaling limit toward a self-similar growth-fragmentation with negative index. We also derive a scaling…

Probability · Mathematics 2019-12-10 Benjamin Dadoun

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…

Probability · Mathematics 2018-11-30 Raphael Forien

We consider critical percolation on the triangular lattice in a bounded simply connected domain with boundary conditions that force an interface between two prescribed boundary points. We say the interface forms a "near-loop" when it comes…

Probability · Mathematics 2019-09-04 Tom Kennedy

The irreducible decomposition of successive restriction and induction of irreducible representations of a symmetric group gives rise to a Markov chain on Young diagrams keeping the Plancherel measure invariant. Starting from this Res-Ind…

Probability · Mathematics 2019-06-25 Akihito Hora