English
Related papers

Related papers: Markov Chains and Multiple Orthogonality

200 papers

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel…

Classical Analysis and ODEs · Mathematics 2016-09-06 Antonio J. Durán , Walter Van Assche

Knutson introduced two families of reverse juggling Markov chains (single and multispecies) motivated by the study of random semi-infinite matrices over $\mathbb{F}_q$. We present natural generalizations of both chains by placing generic…

Probability · Mathematics 2019-11-11 Arvind Ayyer , Svante Linusson

Given a set of snapshots from a temporal network we develop, analyze, and experimentally validate a so-called network interpolation scheme. Our method allows us to build a plausible, albeit random, sequence of graphs that transition between…

Social and Information Networks · Computer Science 2021-02-22 Thomas Reeves , Anil Damle , Austin R. Benson

In 2015, Brosnan and Chow, and independently Guay-Paquet, proved the Shareshian-Wachs conjecture, which links the Stanley-Stembridge conjecture in combinatorics to the geometry of Hessenberg varieties through Tymoczko's permutation group…

Combinatorics · Mathematics 2019-05-14 Megumi Harada , Martha Precup

It has been known for nearly a decade that deterministically modeled reaction networks that are weakly reversible and consist of a single linkage class have trajectories that are bounded from both above and below by positive constants (so…

Probability · Mathematics 2020-01-17 David F. Anderson , Daniele Cappelletti , Jinsu Kim

We show that two tensor permutation matrices permutate tensor product of rectangle matrices. Some examples, in the particular case of tensor commutation matrices, for studying some linear matrix equations are given.

General Mathematics · Mathematics 2013-06-19 Christian Rakotonirina

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

A 1-2 model configuration is a subset of edges of a hexagonal lattice satisfying the constraint that each vertex is incident to 1 or 2 edges. We introduce Markov chains to sample the 1-2 model configurations on 2D hexagonal lattice and…

Probability · Mathematics 2019-01-01 Zhongyang Li

There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…

Probability · Mathematics 2026-02-27 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas

The theory of $L^2$-spectral gaps for reversible Markov chains has been studied by many authors. In this paper we consider positive recurrent general state space Markov chains with stationary transition probabilities. Replacing the…

Probability · Mathematics 2009-08-07 Achim Wuebker , Zakhar Kabluchko

An edge switch is an operation which makes a local change in a graph while maintaining the degree of every vertex. We introduce a switch move, called a triangle switch, which creates or deletes at least one triangle. Specifically, a make…

Discrete Mathematics · Computer Science 2019-05-14 Colin Cooper , Martin Dyer , Catherine Greenhill

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov chain. We show that almost surely, the…

Probability · Mathematics 2010-07-26 Persi Diaconis , Laurent Miclo

We investigate several families of multiple orthogonal polynomials associated with weights for which the moment generating functions are hypergeometric series with slightly varying parameters. The weights are supported on the unit interval,…

Classical Analysis and ODEs · Mathematics 2024-04-18 Thomas Wolfs

Let $(X_n)_{n \ge 0}$ be an irreducible, aperiodic, homogeneous Markov chain, with state space a totally ordered finite alphabet of size $m$. Using combinatorial constructions and weak invariance principles, we obtain the limiting shape of…

Probability · Mathematics 2020-09-07 Christian Houdré , Trevis J. Litherland

In this paper, we firstly construct a weakly coupled Toda lattices with indefinite metrics which consist of $2N$ different coupled Hamiltonian systems. Afterwards, we consider the iso-spectral manifolds of extended tridiagonal Hessenberg…

Exactly Solvable and Integrable Systems · Physics 2020-05-07 Jian Li , Chuanzhong Li

We give an analogy between non-reversible Markov chains and electric networks much in the flavour of the classical reversible results originating from Kakutani, and later Kem\'eny-Snell-Knapp and Kelly. Non-reversibility is made possible by…

Probability · Mathematics 2016-08-23 Márton Balázs , Áron Folly

This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just…

Probability · Mathematics 2023-07-06 M. A. Gallegos-Herrada , D. Ledvinka , J. S. Rosenthal

For ${1/2}<\alpha<1$, we propose the MDP analysis for family $$ S^\alpha_n=\frac{1}{n^\alpha}\sum_{i=1}^nH(X_{i-1}), n\ge 1, $$ where $(X_n)_{n\ge 0}$ be a homogeneous ergodic Markov chain, $X_n\in \mathbb{R}^d$, when the spectrum of…

Probability · Mathematics 2016-09-07 B. Delyon , A. Juditsky , R. Liptser
‹ Prev 1 8 9 10 Next ›