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Perturbation theory for Markov chains addresses the question how small differences in the transitions of Markov chains are reflected in differences between their distributions. We prove powerful and flexible bounds on the distance of the…

Computation · Statistics 2017-02-27 Daniel Rudolf , Nikolaus Schweizer

Consider a sequence (indexed by n) of Markov chains Z^n in R^d characterized by transition kernels that approximately (in n) depend only on the rescaled state n^{-1} Z^n. Subject to a smoothness condition, such a family can be closely…

Probability · Mathematics 2009-08-17 Kamil Szczegot

We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…

Probability · Mathematics 2019-07-02 Natan T'Joens , Thomas Krak , Jasper De Bock , Gert de Cooman

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

Probability · Mathematics 2007-05-23 George Yin , Hanqin Zhang

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2014-08-12 Mathias Niepert

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2012-06-29 Mathias Niepert

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

We introduce a new graph polynomial that encodes interesting properties of graphs, for example, the number of matchings and the number of perfect matchings. Most importantly, for bipartite graphs the polynomial encodes the number of…

Discrete Mathematics · Computer Science 2010-02-10 Qi Ge , Daniel Stefankovic

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

We study the loop clusters induced by Poissonian ensembles of Markov loops on a finite or countable graph (Markov loops can be viewed as excursions of Markov chains with a random starting point, up to re-rooting). Poissonian ensembles are…

Probability · Mathematics 2013-04-17 Yves Le Jan , Sophie Lemaire

In this paper, several properties of plain-oriented recursive trees (PORTs) are uncovered. Specifically, we investigate the degree profile of a PORT by determining the exact probability mass function of the degree of a node with a fixed…

Probability · Mathematics 2018-12-31 Panpan Zhang

This paper considers cluster detection in Block Markov Chains (BMCs). These Markov chains are characterized by a block structure in their transition matrix. More precisely, the $n$ possible states are divided into a finite number of $K$…

Probability · Mathematics 2019-07-31 Jaron Sanders , Alexandre Proutière , Se-Young Yun

In this work we survey on connections of Markov chains and the theory of multiple orthogonality. Here we mainly concentrate on give a procedure to generate stochastic tetra diagonal Hessenberg matrices, coming from some specific families of…

Probability · Mathematics 2023-04-11 Amílcar Branquinho , Juan E. F. Díaz , Ana Foulquié-Moren , Manuel Mañas

In this paper, we provide a methodology for computing the probability distribution of sojourn times for a wide class of Markov chains. Our methodology consists in writing out linear systems and matrix equations for generating functions…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Aimé Lachal

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…

Probability · Mathematics 2016-01-19 Gert de Cooman , Jasper De Bock , Stavros Lopatatzidis

The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current…

Combinatorics · Mathematics 2024-01-09 Péter L. Erdős , Tamás Róbert Mezei , István Miklós

In this paper, we investigate the structural properties of trees and bipartite graphs through the lens of topological indices and combinatorial graph theory. We focus on the First and Second Hyper-Zagreb indices, $HM_1(G)$ and $HM_2(G)$,…

Combinatorics · Mathematics 2025-08-21 Jasem Hamoud

We consider a sequence of Markov chains $(\mathcal X^n)_{n=1,2,...}$ with $\mathcal X^n = (X^n_\sigma)_{\sigma\in\mathcal T}$, indexed by the full binary tree $\mathcal T = \mathcal T_0 \cup \mathcal T_1 \cup ...$, where $\mathcal T_k$ is…

Probability · Mathematics 2014-06-17 Peter Czuppon , Peter Pfaffelhuber

In this research paper, weighted / unweighted, directed / undirected graphs are associated with interesting Discrete Time Markov Chains (DTMCs) as well as Continuous Time Markov Chains (CTMCs). The equilibrium / transient behaviour of such…

Data Structures and Algorithms · Computer Science 2012-09-18 Garimella Rama Murthy

For a Markov chain both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical…

Statistics Theory · Mathematics 2011-03-31 Giovanni Pistone , Maria Piera Rogantin