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We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

Probability · Mathematics 2020-03-17 Yonghua Mao , Yanhong Song

The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…

Probability · Mathematics 2020-12-29 Lu-Jing Huang , Yong-Hua Mao

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

We consider discrete-time dynamical systems with a linear relaxation dynamics that are driven by deterministic chaotic forces. By perturbative expansion in a small time scale parameter, we derive from the Perron-Frobenius equation the…

Classical Analysis and ODEs · Mathematics 2018-08-01 Griffin Williams , Christian Beck

A class A of labelled graphs is bridge-addable if for all graphs G in A and all vertices u and v in distinct connected components of G, the graph obtained by adding an edge between u and u is also in A; the class A is monotone if for all G…

Combinatorics · Mathematics 2011-10-04 Louigi Addario Berry , Colin McDiarmid , Bruce Reed

In this paper we prove the Poisson Hypothesis for the limiting behavior of the large queueing systems in some simple ("mean-field") cases. We show in particular that the corresponding dynamical systems, defined by the non-linear Markov…

Mathematical Physics · Physics 2007-05-23 Alexander Rybko , Senya Shlosman

We derive and analyse a new iterative algorithm for detecting network core--periphery structure. Using techniques in nonlinear Perron-Frobenius theory, we prove global convergence to the unique solution of a relaxed version of a natural…

Social and Information Networks · Computer Science 2019-02-12 Francesco Tudisco , Desmond J. Higham

We consider random graphs with uniformly bounded edges on a Poisson point process conditioned to contain the origin. In particular we focus on the random connection model, the Boolean model and Miller-Abrahams random resistor network with…

Probability · Mathematics 2018-10-10 Alessandra Faggionato , Hlafo Alfie Mimun

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…

Probability · Mathematics 2007-05-23 Richard F. Bass , Takashi Kumagai

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…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…

Probability · Mathematics 2007-05-23 A. Rybko , S. Shlosman

We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…

Statistics Theory · Mathematics 2016-01-07 Nick Whiteley , Anthony Lee

In this paper, we propose a data-driven approach for uncertainty propagation and reachability analysis in a dynamical system. The proposed approach relies on the linear lifting of a nonlinear system using linear Perron-Frobenius (P-F) and…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Amarsagar Reddy Ramapuram Matavalam , Umesh Vaidya , Venkataramana Ajjarapu

Many applications in network analysis require algorithms to sample uniformly at random from the set of all graphs with a prescribed degree sequence. We present a Markov chain based approach which converges to the uniform distribution of all…

Discrete Mathematics · Computer Science 2010-03-05 Annabell Berger , Matthias Müller-Hannemann

The Peterson-Thom conjecture asserts that any diffuse, amenable subalgebra of a free group factor is contained in a unique maximal amenable subalgebra. This conjecture is motivated by related results in Popa's deformation/rigidity theory…

Operator Algebras · Mathematics 2022-03-15 Ben Hayes

Let $d\geq 3$ be a fixed integer and $A$ be the adjacency matrix of a random $d$-regular directed or undirected graph on $n$ vertices. We show there exist constants $\mathfrak d>0$, \begin{align*} {\mathbb P}(\text{$A$ is singular in…

Probability · Mathematics 2019-01-01 Jiaoyang Huang

For continuous-time Markov chains we prove that, depending on the notion of effective affinity $F$, the probability of an edge current to ever become negative is either $1$ if $F< 0$ else $\sim \exp - F$. The result generalizes a ``noria''…

Statistical Mechanics · Physics 2024-03-13 Matteo Polettini , Izaak Neri

We consider three different models of sparse random graphs:~undirected and directed Erd\H{o}s-R\'{e}nyi graphs, and random bipartite graph with an equal number of left and right vertices. For such graphs we show that if the edge…

Probability · Mathematics 2021-02-24 Anirban Basak , Mark Rudelson

We give a self-contained introduction to the theory of directed graphs, leading up to the relationship between the Perron-Frobenius eigenvectors of a graph and its autocatalytic sets. Then we discuss a particular dynamical system on a fixed…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Sanjay Jain , Sandeep Krishna

The event graph representation of temporal networks suggests that the connectivity of temporal structures can be mapped to a directed percolation problem. However, similar to percolation theory on static networks, this mapping is valid…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Abbas K. Rizi , Márton Karsai , Mikko Kivelä