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In this paper we study Markov chains associated with the Metropolis-Hastings algorithm. We consider conditions under which the sequence of the successive densities of such a chain converges to the target density according to the total…

Statistics Theory · Mathematics 2020-06-16 Dimiter Tsvetkov , Lyubomir Hristov , Ralitsa Angelova-Slavova

Necessary and sufficient conditions are given for the similarity between two perturbations of the (backward) shift by rank one operators, under certain assumptions on the perturbations. The proof of similarity is based on an explicit…

Functional Analysis · Mathematics 2012-07-17 Leonel Robert

We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We…

Probability · Mathematics 2015-01-19 Lorenzo Bertini , Alessandra Faggionato , Davide Gabrielli

We consider non-uniformly expanding maps on compact Riemannian manifolds of arbitrary dimension, possibly having discontinuities and/or critical sets, and show that under some general conditions they admit an induced Markov tower structure…

Dynamical Systems · Mathematics 2007-05-23 J. F. Alves , S. Luzzatto , V. Pinheiro

For a Coupled Map Lattice with a specific strong coupling emulating Stavskaya's probabilistic cellular automata, we prove the existence of a phase transition using a Peierls argument, and exponential convergence to the invariant measures…

Dynamical Systems · Mathematics 2010-05-19 Augustin de Maere

We will introduce a notion of strongly continuous orbit equivalence in one-sided topological Markov shifts. Strongly continuous orbit equivalence yields a topological conjugacy between their two-sided topological Markov shifts $(\bar{X}_A,…

Operator Algebras · Mathematics 2014-08-21 Kengo Matsumoto

Two quantitative notions of mixing are the decay of correlations and the decay of a mix-norm -- a negative Sobolev norm -- and the intensity of mixing can be measured by the rates of decay of these quantities. From duality, correlations are…

Dynamical Systems · Mathematics 2021-09-27 Bryan W. Oakley , Jean-Luc Thiffeault , Charles R. Doering

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

Probability · Mathematics 2014-12-01 Nikola Sandrić

Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…

Probability · Mathematics 2015-08-28 Gerold Alsmeyer

Let \xi_t, t\in[0,T], be a strong Markov process with values in a complete separable metric space (X,\rho) and with transition probability function P_{s,t}(x,dy), 0\le s\le t\le T, x\in X. For any h\in[0,T] and a>0, consider the function…

Probability · Mathematics 2016-09-07 Martynas Manstavicius

Motivated by a risk process with positive and negative premium rates, we consider a real-valued Markov additive process with finitely many background states. This additive process linearly increases or decreases while the background state…

Probability · Mathematics 2008-08-21 Masakiyo Miyazawa

We present simple randomized and exchangeable improvements of Markov's inequality, as well as Chebyshev's inequality and Chernoff bounds. Our variants are never worse and typically strictly more powerful than the original inequalities. The…

Statistics Theory · Mathematics 2023-05-10 Aaditya Ramdas , Tudor Manole

We find sufficient conditions for bounded density shifts to have a unique measure of maximal entropy. We also prove that every measure of maximal entropy of a bounded density shift is fully supported. As a consequence of this, we obtain…

Dynamical Systems · Mathematics 2024-11-20 Felipe García-Ramos , Ronnie Pavlov , Carlos Reyes

Regularity properties of the pressure are related to phase transitions. In this article we study thermodynamic formalism for systems defined in non-compact phase spaces, our main focus being countable Markov shifts. We produce metric…

Dynamical Systems · Mathematics 2023-03-28 Godofredo Iommi , Mike Todd

We consider Glauber dynamics reversible with respect to Gibbs measures with heavy tails. Spins are unbounded. The interactions are bounded and finite range. The self potential enters into two classes of measures, $\kappa$-concave…

Probability · Mathematics 2008-11-18 Cyril Roberto

Employing a recently proposed separability criterion we develop analytical lower bounds for the concurrence and for the entanglement of formation of bipartite quantum systems. The separability criterion is based on a nondecomposable…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

We study Markov multi-maps of the interval from the point of view of topological dynamics. Specifically, we investigate whether they have various properties, including topological transitivity, topological mixing, dense periodic points, and…

Dynamical Systems · Mathematics 2021-09-17 James P. Kelly , Kevin McGoff

We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…

Artificial Intelligence · Computer Science 2017-03-07 Arthur Van Camp , Gert de Cooman

We show that if an eventually positive, non-arithmetic, locally H\"older continuous potential for a topologically mixing countable Markov shift with (BIP) has an entropy gap at infinity, then one may apply the renewal theorem of…

Dynamical Systems · Mathematics 2022-03-25 Harrison Bray , Richard Canary , Lien-Yung Kao , Giuseppe Martone

We consider the recurrence and transience problem for a time-homogeneous Markov chain on the real line with transition kernel $p(x,\mathrm{d}y)=f_x(y-x)\,\mathrm{d}y$, where the density functions $f_x(y)$, for large $|y|$, have a power-law…

Probability · Mathematics 2013-12-19 Nikola Sandrić
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