Related papers: Tensor product Markov chains and Weil representati…
The tail chain of a Markov chain can be used to model the dependence between extreme observations. For a positive recurrent Markov chain, the tail chain aids in describing the limit of a sequence of point processes $\{N_n,n\geq1\}$,…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository…
We present a conjecture on the irreducibility of the tensor products of fundamental representations of quantized affine algebras. This conjecture implies in particular that the irreducibility of the tensor products of fundamental…
We prove an upper bound on the total variation mixing time of a finite Markov chain in terms of the absolute spectral gap and the number of elements in the state space. Unlike results requiring reversibility or irreducibility, this bound is…
We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a…
Tensor products of quiver representations have been extensively studied; typical examples include the pointwise tensor product and the tensor product induced by the coalgebra structure of path algebras. In this paper, we investigate the…
Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…
Classical and exceptional Lie algebras and their representations are among the most important tools in the analysis of symmetry in physical systems. In this letter we show how the computation of tensor products and branching rules of…
The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We obtain a faithful representation of the twisted tensor product $B\otimes_{\chi} A$ of unital associative algebras, when $B$ is finite dimensional. This generalizes the representations of [C] where $B=K[X]/<X^2-X>$, [GGV] where…
We show that a tensor product of irreducible, finite dimensional representations of a simple Lie algebra over a field of characteristic zero, determines the individual constituents uniquely. This is analogous to the uniqueness of prime…
In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…
We study connections between the topology of generic character varieties of fundamental groups of punctured Riemann surfaces, Macdonald polynomials, quiver representations, Hilbert schemes on surfaces, modular forms and multiplicities in…
In this paper we completely characterise irreducible tensor products of representations of alternating groups in characteristic 2 of a basic spin module with an irreducible module. This completes the classification of irreducible tensor…
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…
We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…
The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…