Related papers: Constructing Markov chains with given dependence a…
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…
Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…
We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…
The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…
We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…
We study the three state toric homogeneous Markov chain model and three special cases of it, namely: (i) when the initial state parameters are constant, (ii) without self-loops, and (iii) when both cases are satisfied at the same time.…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
The Importance Markov chain is a novel algorithm bridging the gap between rejection sampling and importance sampling, moving from one to the other through a tuning parameter. Based on a modified sample of an instrumental Markov chain…
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
We show that the convergence of finite state space Markov chains to stationarity can often be considerably speeded up by alternating every step of the chain with a deterministic move. Under fairly general conditions, we show that not only…
Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…
We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…
This paper establishes a relation between scale-free networks and Markov chains, and proposes a computation framework for degree distributions of scale-free networks. We first find that, under the BA model, the degree evolution of…
In this paper we investigate the continuum limits of a class of Markov chains. The investigation of such limits is motivated by the desire to model very large networks. We show that under some conditions, a sequence of Markov chains…