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Suppose that $T$ is a stochastic matrix. We propose an algorithm for identifying clusters in the Markov chain associated with $T$. The algorithm is recursive in nature, and in order to identify clusters, it uses the sign pattern of a left…

Numerical Analysis · Mathematics 2021-08-31 Sam Cole , Steve Kirkland

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Shared information is a measure of mutual dependence among multiple jointly distributed random variables with finite alphabets. For a Markov chain on a tree with a given joint distribution, we give a new proof of an explicit…

Information Theory · Computer Science 2024-01-23 Sagnik Bhattacharya , Prakash Narayan

We consider Markov chains on general state spaces in stationary random environment which are defined by a random mapping that is contractive up to a bounded perturbation. We prove their convergence to a limiting law, providing convergence…

Probability · Mathematics 2025-12-18 Attila Lovas , Miklós Rásonyi , Lionel Truquet

The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…

Combinatorics · Mathematics 2011-10-17 Catherine Greenhill

The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these…

Probability · Mathematics 2007-05-23 Christophe Sabot

We study the global and local regularity properties of random wavelet series whose coefficients exhibit correlations given by a tree-indexed Markov chain. We determine the law of the spectrum of singularities of these series, thereby…

Probability · Mathematics 2009-11-13 Arnaud Durand

In this paper, we study the limiting behavior of the generalized Zagreb indices of the classical Erd\H{o}s-R\'{e}nyi (ER) random graph $G(n,p)$, as $n\to\infty$. For any integer $k\ge1$, we first give an expression for the $k$-th order…

Probability · Mathematics 2026-01-14 Qunqiang Feng , Hongpeng Ren , Yaru Tian

This paper investigates stochastic finite matrices and the corresponding finite Markov chains constructed using recurrence matrices for general families of orthogonal polynomials and multiple orthogonal polynomials. The paper explores the…

Probability · Mathematics 2024-07-11 Amílcar Branquinho , Juan EF Díaz , Ana Foulquié-Moreno , Manuel Mañas

We study a simple Markov chain, the switch chain, on the set of all perfect matchings in a bipartite graph. This Markov chain was proposed by Diaconis, Graham and Holmes as a possible approach to a sampling problem arising in Statistics. We…

Data Structures and Algorithms · Computer Science 2017-01-27 Martin Dyer , Mark Jerrum , Haiko Müller

Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…

We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…

Probability · Mathematics 2021-08-16 Lionel Truquet

Graph operations are crucial for building complicated network architectures from simple graphs. In [7], authors defined two new variants of Corona product and investigated some topological indices. In this paper, we extended the work and…

Combinatorics · Mathematics 2021-11-23 Rao Tabish , Muhammad Kamran Jamil , Muhammad Waheed

The growing attention on cryptocurrencies has led to increasing research on digital stock markets. Approaches and tools usually applied to characterize standard stocks have been applied to the digital ones. Among these tools is the…

Computational Finance · Quantitative Finance 2023-08-16 Tanya Araújo , Paulo Barbosa

General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic…

Probability · Mathematics 2013-01-08 Yong-Hua Mao , Yan-Hong Song

Empirical likelihood is a powerful semi-parametric method increasingly investigated in the literature. However, most authors essentially focus on an i.i.d. setting. In the case of dependent data, the classical empirical likelihood method…

Statistics Theory · Mathematics 2011-02-17 Hugo Harari-Kermadec

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

Probability · Mathematics 2022-04-05 Somenath Biswas

In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…

Classical Analysis and ODEs · Mathematics 2012-02-15 Yevgeniy Kovchegov , Nicholas Michalowski

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

We provide a general framework for computing upper bounds on mixing times of finite Markov chains when its minimal ideal is left zero. Our analysis is based on combining results by Brown and Diaconis with our previous work on stationary…

Probability · Mathematics 2023-01-04 John Rhodes , Anne Schilling
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