Related papers: Double Coset Markov Chains
The cycle double cover conjecture is a long standing problem in graph theory, which links local properties, the valency of a vertex and no bridges, and a global property of the graph, being covered by a particular set of cycles. We prove…
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…
We study symmetric random walks on finitely generated groups of orientation-preserving homeomorphisms of the real line. We establish an oscillation property for the induced Markov chain on the line that implies a weak form of recurrence.…
We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
We consider the skew Howe duality for the action of certain dual pairs of Lie groups $(G_1, G_2)$ on the exterior algebra $\bigwedge(\mathbb{C}^{n} \otimes \mathbb{C}^{k})$ as a probability measure on Young diagrams by the decomposition…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
Random transvections generate a walk on the space of symplectic forms on $\mathbf{F}_q^{2n}$. The main result is establishing cutoff for this Markov chain. After $n+c$ steps, the walk is close to uniform while before $n-c$, it is far from…
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss…
The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…
In this note, we realize the half-steps of a general class of Markov chains as alternating projections with respect to the reverse Kullback-Leibler divergence between convex sets of joint probability distributions. Using this…
Determining potential probability distributions with a given causal graph is vital for causality studies. To bypass the difficulty in characterizing latent variables in a Bayesian network, the nested Markov model provides an elegant…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
Let $G$ be a real connected algebraic semi-simple Lie group, and $H$ an algebraic subgroup of $G$. Let $\mu$ be a probability measure on $G$, with finite exponential moment, whose support spans a Zariski-dense subsemigroup of $G$. Let…
In the first part of this thesis, we study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
We analyze random walks on a class of semigroups called ``left-regular bands''. These walks include the hyperplane chamber walks of Bidigare, Hanlon, and Rockmore. Using methods of ring theory, we show that the transition matrices are…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…