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For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

By proving a local limit theorem for higher-order transitions, we determine the time required for necklace chains to be close to stationarity. Because necklace chains, built by arranging identical smaller chains around a directed cycle, are…

Probability · Mathematics 2021-11-22 Elizabeth L. Wilmer

We reconsider a recently published algorithm (Dalkilic et al.) for merging lists by way of the perfect shuffle. The original publication gave only experimental results which, although consistent with linear execution time on the samples…

Data Structures and Algorithms · Computer Science 2015-08-04 John Ellis , Ulrike Stege

In classical probability theory, the term "cutoff" describes the property of some Markov chains to jump from (close to) their initial configuration to (close to) completely mixed in a very narrow window of time. We investigate how coherent…

Statistical Mechanics · Physics 2020-10-14 Eric Vernier

The abelian sandpile model defines a Markov chain whose states are integer-valued functions on the vertices of a simple connected graph $G$. By viewing this chain as a (nonreversible) random walk on an abelian group, we give a formula for…

Probability · Mathematics 2016-02-16 Daniel C. Jerison , Lionel Levine , John Pike

We consider a simple discrete-time Markov chain with values in $[0,\infty)^{Z^d}$. The Markov chain describes various interesting examples such as oriented percolation, directed polymers in random environment, time discretizations of binary…

Probability · Mathematics 2009-06-26 Nobuo Yoshida

The cutoff phenomenon describes a sharp transition in the convergence of a family of ergodic finite Markov chains to equilibrium. Many natural families of chains are believed to exhibit cutoff, and yet establishing this fact is often…

Probability · Mathematics 2019-12-19 Eyal Lubetzky , Allan Sly

We study the mixing time of random walks on small-world networks modelled as follows: starting with the 2-dimensional periodic grid, each pair of vertices $\{u,v\}$ with distance $d>1$ is added as a "long-range" edge with probability…

Discrete Mathematics · Computer Science 2020-02-27 Martin E. Dyer , Andreas Galanis , Leslie Ann Goldberg , Mark Jerrum , Eric Vigoda

This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…

Machine Learning · Computer Science 2024-05-27 Fabian Spaeh , Konstantinos Sotiropoulos , Charalampos E. Tsourakakis

We prove the one-dimensional almost sure invariance principle with essentially optimal rates for slowly (polynomially) mixing deterministic dynamical systems, such as Pomeau-Manneville intermittent maps, with H\"older continuous…

Dynamical Systems · Mathematics 2018-11-15 C. Cuny , J. Dedecker , A. Korepanov , F. Merlevède

Without mutation and migration, evolutionary dynamics ultimately leads to the extinction of all but one species. Such fixation processes are well understood and can be characterized analytically with methods from statistical physics.…

Populations and Evolution · Quantitative Biology 2015-06-04 Andrew J. Black , Arne Traulsen , Tobias Galla

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

This paper considers non-backtracking random walks on random graphs generated according to the configuration model. The quantity of interest is the scaling of the mixing time of the random walk as the number of vertices of the random graph…

Probability · Mathematics 2022-09-15 Luca Avena , Hakan Güldaş , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…

Statistics Theory · Mathematics 2013-03-05 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove

Three schemes of quark mixings (oscillations) together with their mixing matrices (analogous to Kabibbo-Kobayashi-Maskawa matrices) are considered. In these schemes quark transitions are virtual since quark masses are different. Two of them…

High Energy Physics - Phenomenology · Physics 2009-01-01 Kh. M. Beshtoev

The edge flipping is a non-reversible Markov chain on a given connected graph, which is defined by Chung and Graham. In the same paper, its eigenvalues and stationary distributions for some classes of graphs are identified. We further study…

Probability · Mathematics 2022-09-07 Yunus Emre Demirci , Ümit Işlak , Alperen Özdemir

Determining the total variation mixing time of Kac's random walk on the special orthogonal group $\mathrm{SO}(n)$ has been a long-standing open problem. In this paper, we construct a novel non-Markovian coupling for bounding this mixing…

Probability · Mathematics 2016-05-27 Natesh S. Pillai , Aaron Smith

We prove an $\widetilde O(n^2)$ bound for the relaxation time and the log-Sobolev time (inverse log-Sobolev constant) of the classical triangulation flip chain on a convex $(n+2)$-gon, implying a mixing time of $\widetilde O(n^2)$. The…

Combinatorics · Mathematics 2026-05-26 Vedat Levi Alev , Daniel Frishberg , Michail Sarantis , Prasad Tetali

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Probability · Mathematics 2007-05-23 Peter H. Baxendale

We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…

Probability · Mathematics 2016-07-22 J Dedecker , Sébastien Gouëzel , F Merlevède