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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…

Probability · Mathematics 2024-08-14 Nikita Lvov

We consider a generalization of the Ruelle theorem for the case of continuous time problems. We present a result which we believe is important for future use in problems in Mathematical Physics related to $C^*$-Algebras We consider a finite…

Dynamical Systems · Mathematics 2013-01-22 Alexandre Baraviera , Ruy Exel , Artur O. Lopes

Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…

Data Structures and Algorithms · Computer Science 2026-03-19 Amir Azarmehr , Soheil Behnezhad , Alma Ghafari , Madhu Sudan

Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…

Probability · Mathematics 2024-04-03 David J. Aldous , Shi Feng

In an influential paper, Courtois and Semal (1984) establish that when $G$ is an irreducible substochastic matrix for which $\sum_{n=0}^{\infty}G^n <\infty$, then the stationary distribution of any stochastic matrix $P\ge G$ can be…

Probability · Mathematics 2022-08-09 Zeyu Zheng , Alex Infanger , Peter W. Glynn

Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…

Strongly Correlated Electrons · Physics 2014-05-14 S. Iblisdir

A function on the state space of a Markov chain is a "lumping" if observing only the function values gives a Markov chain. We give very general conditions for lumpings of a large class of algebraically-defined Markov chains, which include…

Combinatorics · Mathematics 2018-06-19 C. Y. Amy Pang

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…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

The rotor-router model is a deterministic process analogous to a simple random walk on a graph. This paper is concerned with a generalized model, functional-router model, which imitates a Markov chain possibly containing irrational…

Discrete Mathematics · Computer Science 2015-08-12 Takeharu Shiraga , Yukiko Yamauchi , Shuji Kijima , Masafumi Yamashita

We consider a family of measure preserving transformations, which act on a common probability space and are chosen at random by a stationary ergodic Markov chain. This setting defines an instance of a random dynamical system (RDS), which…

Dynamical Systems · Mathematics 2024-02-27 Pablo Lummerzheim , Felix Pogorzelski , Elias Zimmermann

A nonlinear Markov chain is a discrete time stochastic process whose transitions depend on both the current state and the current distribution of the process. The nonlinear Markov chain over a infinite state space can be identified by a…

Functional Analysis · Mathematics 2021-08-11 Farrukh Mukhamedov , Otabek Khakimov , Ahmad Fadillah Embong

We study convergence to equilibrium for a large class of Markov chains in random environment. The chains are sparse in the sense that in every row of the transition matrix $P$ the mass is essentially concentrated on few entries. Moreover,…

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

We develop off-lattice simulations of semiflexible polymer chains subjected to applied mechanical forces using Markov Chain Monte Carlo. Our approach models the polymer as a chain of fixed-length bonds, with configurations updated through…

Soft Condensed Matter · Physics 2024-11-26 Lijie Ding , Chi-Huan Tung , Bobby G. Sumpter , Wei-Ren Chen , Changwoo Do

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-06 Sumit Kumar Jha , Madhavan Mukund , Ratul Saha , P S Thiagarajan

We compute the stationary distribution of a continuous-time Markov chain which is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and…

Probability · Mathematics 2015-10-22 Bence Mélykúti , Peter Pfaffelhuber

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…

Logic in Computer Science · Computer Science 2024-09-30 Benoît Barbot , Patricia Bouyer , Serge Haddad

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

Probability · Mathematics 2022-06-17 Satoru Odake , Ryu Sasaki

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

The time to converge to the steady state of a finite Markov chain can be greatly reduced by a lifting operation, which creates a new Markov chain on an expanded state space. For a class of quadratic objectives, we show an analogous behavior…

Machine Learning · Statistics 2017-03-14 Guilherme França , José Bento

We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…

Probability · Mathematics 2016-09-07 Nina Gantert , Sebastian Mueller