Related papers: Coupling results and Markovian structures for numb…

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

With a sequence of regressions, one may generate joint probability distributions. One starts with a joint, marginal distribution of context variables having possibly a concentration graph structure and continues with an ordered sequence of…

Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…

Using random matrices, we study the reduced dynamics of a two level system interacting with a generic environment. In the weak coupling limit, the result can be obtained directly from known results for purity decay, and result in Markovian…

In this paper, we introduce a new technique to study the distribution in residue classes of sets of integers with digit and sum-of-digits restrictions. From our main theorem, we derive a necessary and sufficient condition for integers with…

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…

What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…

We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…

Let $X_1,X_2,...$ be the digits in the base-$q$ expansion of a random variable $X$ defined on $[0,1)$ where $q\ge2$ is an integer. For $n=1,2,...$, we study the probability distribution $P_n$ of the (scaled) remainder…

For the discrete-time or the continuous-time Markov spin models for image generation when each pixel $n=1,..,N$ can take only two values $S_n=\pm 1$, the finite-time forward propagator depends on the initial and on the final configurations…

Conditional sampling distributions (CSDs), sometimes referred to as copying models, underlie numerous practical tools in population genomic analyses. Though an important application that has received much attention is the inference of…

We present a novel approach of coupling two multidimensional and non-degenerate It\^o processes $(X_t)$ and $(Y_t)$ which follow dynamics with different drifts. Our coupling is sticky in the sense that there is a stochastic process $(r_t)$,…

For a Markov chain $\mathbf{X}=\{X_i,i=1,2,...,n\}$ with the state space $\{0,1\}$, the random variable $S:=\sum_{i=1}^nX_i$ is said to follow a Markov binomial distribution. The exact distribution of $S$, denoted $\mathcal{L}S$, is very…

Evolution of the reduced density matrix for a subsystem is studied to determine deviations from its Markov character for a system consisting of a closed chain of $N$ oscillators with one of them serving as a subsystem. The dependence on $N$…

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…