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A transition matrix $[U_{i,j}]_{i,j\geq 0}$ on $\mathbb{N}$ is said to be almost upper triangular if $U_{i,j}\geq 0\Rightarrow j\geq i-1$, so that the increments of the corresponding Markov chains are at least $-1$; a transition matrix…

Probability · Mathematics 2021-09-15 Luis Fredes , Jean-Francois Marckert

Given a finite Markov chain, we investigate the first minors of the transition matrix of a lifting of this Markov chain to covering trees. In a simple case we exhibit a nice factorisation of these minors, and we conjecture that it holds…

Combinatorics · Mathematics 2014-12-31 Philippe Biane

In [Aldous,Pitman,1998] a tree-valued Markov chain is derived by pruning off more and more subtrees along the edges of a Galton-Watson tree. More recently, in [Abraham,Delmas,2012], a continuous analogue of the tree-valued pruning dynamics…

Probability · Mathematics 2015-11-26 Wolfgang Löhr , Guillaume Voisin , Anita Winter

We introduce block Markov chains (BMCs) indexed by an infinite rooted tree. It turns out that BMCs define a new class of tree-indexed Markovian processes. We clarify the structure of BMCs in connection with Markov chains (MCs) and Markov…

Probability · Mathematics 2020-08-25 Abdessatar Souissi

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Statistics Theory · Mathematics 2023-01-27 Ioannis Papastathopoulos , Adrian Casey , Jonathan A. Tawn

An inequality of K. Marton shows that the joint distribution of a Markov chain with uniformly contracting transition kernels exhibits concentration. We prove an analogous inequality for broadcast models on finite trees. We use this…

Probability · Mathematics 2019-08-23 Christopher Shriver

The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…

Probability · Mathematics 2019-10-08 Artur Stephan

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

Probability · Mathematics 2010-04-08 Kyle Siegrist

We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer…

Probability · Mathematics 2008-05-19 Nicholas James , Russell Lyons , Yuval Peres

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process…

Probability · Mathematics 2007-05-23 Leonid Kontorovich

We study infinite tree and ultrametric matrices, and their action on the boundary of the tree. For each tree matrix we show the existence of a symmetric random walk associated to it and we study its Green potential. We provide a…

Probability · Mathematics 2007-05-23 Claude Dellacherie , Servet Martinez , Jaime San Martin

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

A Markov chain is considered whose states are orderings of an underlying fixed tree and whose transitions are local "random-to-front" reorderings, driven by a probability distribution on subsets of the leaves. The eigenvalues of the…

Probability · Mathematics 2009-01-28 Anders Björner

In this paper, we aim to provide probabilistic and combinatorial insights into tree formulas for the Green function and hitting probabilities of Markov chains on a finite state space. These tree formulas are closely related to loop-erased…

Probability · Mathematics 2018-02-09 Jim Pitman , Wenpin Tang

Rooted bifurcating trees are mathematical objects used to model evolutionary relationships and arise naturally in both coalescent theory and phylogenetics. Recent numerical representations of tree topologies, known as F-matrices, allow for…

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 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

The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…

Probability · Mathematics 2007-06-13 Johan Segers

Let $G$ be a finite tree with root $r$ and associate to the internal vertices of $G$ a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd $G$ into a graph $G^\prime$ constructed by gluing finite linear…

Probability · Mathematics 2007-05-23 Victor de la Pena , Henryk Gzyl , Patrick McDonald
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