Related papers: Rates of memory loss for null recurrent Markov cha…
We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we caracterize the maps corresponding to stochastic…
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…
Suppose X and Y are two independent irreducible Markov chains on n states. We consider the intersection time, which is the first time their trajectories intersect. We show for reversible and lazy chains that the total variation mixing time…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
The Doeblin Graph of a countable state space Markov chain describes the joint pathwise evolutions of the Markov dynamics starting from all possible initial conditions, with two paths coalescing when they reach the same point of the state…
We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…
In this paper, we develop an in-depth analysis of non-reversible Markov chains on denumerable state space from a similarity orbit perspective. In particular, we study the class of Markov chains whose transition kernel is in the similarity…
In this paper, we study inference for chains of variable order under two distinct contamination regimes. Consider we have a chain of variable memory on a finite alphabet containing zero. At each instant of time an independent coin is…
Assume that one observes the $k$th, $2k$th$,\ldots,nk$th value of a Markov chain $X_{1,h},\ldots,X_{nk,h}$. That means we assume that a high frequency Markov chain runs in the background on a very fine time grid but that it is only observed…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
The transition matrix of a Markov chain $(X_k,k\geq 0)$ on a finite or infinite rooted tree is said to be almost upper-directed if, given $X_k$, the node $X_{k+1}$ is either a descendant of $X_k$ or the parent of $X_k$. It is said to be…
We study the probability that an AR(1) Markov chain $X_{n+1}=aX_n+\xi_{n+1}$, where $a\in(0,1)$ is a constant, stays non-negative for a long time. We find the exact asymptotics of this probability and the weak limit of $X_n$ conditioned to…
We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditional probabilities. We propose a new model selection and…
We give an analogy between non-reversible Markov chains and electric networks much in the flavour of the classical reversible results originating from Kakutani, and later Kem\'eny-Snell-Knapp and Kelly. Non-reversibility is made possible by…
If $(C_n)$ is a Markov chain on a discrete state space ${\mathcal{S}}$, a Markov chain $(C_n,M_n)$ on the product space ${\mathcal{S}}\times{\mathcal{S}}$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov…
A short quantum Markov chain is a tripartite state $\rho_{ABC}$ such that system $A$ can be recovered perfectly by acting on system $C$ of the reduced state $\rho_{BC}$. Such states have conditional mutual information $I(A;B|C)$ equal to…
Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…
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…
The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…
An elementary recursive relation for M$\ddot{\mathrm{o}}$bius function $\mu (n)$ is introduced by two simple ways. With this recursive relation, $\mu (n)$ can be calculated without directly knowing the factorization of the $n$. $\mu (1)…