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The present paper focuses on the problem of sampling from a given target distribution $\pi$ defined on some general state space. To this end, we introduce a novel class of non-reversible Markov chains, each chain being defined on an…

Computation · Statistics 2023-05-16 Randal Douc , Alain Durmus , Aurélien Enfroy , Jimmy Olsson

In this paper, we present new Poisson-type deviation inequalities for continuous-time Markov chains whose Wasserstein curvature or $\Gamma$-curvature is bounded below. Although these two curvatures are equivalent for Brownian motion on…

Probability · Mathematics 2007-09-14 Aldéric Joulin

Markov Chain Monte Carlo (MCMC) has been the de facto technique for sampling and inference of large graphs such as online social networks. At the heart of MCMC lies the ability to construct an ergodic Markov chain that attains any given…

Statistics Theory · Mathematics 2019-02-04 Chul-Ho Lee , Min Kang , Do Young Eun

The minimum cut problem for an undirected edge-weighted graph asks us to divide its set of nodes into two blocks while minimizing the weight sum of the cut edges. Here, we introduce a linear-time algorithm to compute near-minimum cuts. Our…

Data Structures and Algorithms · Computer Science 2019-06-05 Monika Henzinger , Alexander Noe , Christian Schulz , Darren Strash

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

Markov chains are a convenient means of generating realizations of networks, since they require little more than a procedure for rewiring edges. If a rewiring procedure exists for generating new graphs with specified statistical properties,…

Social and Information Networks · Computer Science 2012-02-17 Jaideep Ray , Ali Pinar , C. Seshadhri

In this paper we study the common distance between points and the behavior of a constant length step discrete random walk on finite area hyperbolic surfaces. We show that if the second smallest eigenvalue of the Laplacian is at least 1/4,…

Geometric Topology · Mathematics 2019-06-04 Konstantin Golubev , Amitay Kamber

Hoeffding's inequality is a fundamental tool widely applied in probability theory, statistics, and machine learning. In this paper, we establish Hoeffding's inequalities specifically tailored for an irreducible and positive recurrent…

Probability · Mathematics 2024-04-24 Jinpeng Liu , Yuanyuan Liu , Lin Zhou

The chain rule for the classical relative entropy ensures that the relative entropy between probability distributions on multipartite systems can be decomposed into a sum of relative entropies of suitably chosen conditional distributions on…

Quantum Physics · Physics 2020-03-18 Kun Fang , Omar Fawzi , Renato Renner , David Sutter

The existence of non-continuous invariant graphs (or strange non-chaotic attractors) in quasiperiodically forced systems has generated great interest, but there are still very few rigorous results about the properties of these objects. In…

Dynamical Systems · Mathematics 2007-05-23 Tobias H. Jaeger

Consider symmetric simple exclusion processes, with or without Glauber dynamics on the boundary set, on a sequence of connected unweighted graphs $G_N=(V_N,E_N)$ which converge geometrically and spectrally to a compact connected metric…

Probability · Mathematics 2021-06-08 Joe P. Chen

We study the time that the simple exclusion process on the complete graph needs to reach equilibrium in terms of total variation distance. For the graph with n vertices and 1<<k<n/2 particles we show that the mixing time is of order…

Probability · Mathematics 2011-12-14 Hubert Lacoin , Remi Leblond

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…

Probability · Mathematics 2025-01-03 Bálint Tóth

Consider a discrete-time supercritical discounted branching random walk, in which increments at depth $k$ are independent and identically distributed with the same law as $m^{-kH}Y$, where $Y$ has a fixed law, $H>0$, and $m>1$ is the…

Probability · Mathematics 2026-02-24 Zhenyuan Zhang

Let $P$ be a bistochastic matrix of size $n$, and let $\Pi$ be a permutation matrix of size $n$. In this paper, we are interested in the mixing time of the Markov chain whose transition matrix is given by $Q=P\Pi$. In other words, the chain…

Probability · Mathematics 2021-06-17 Anna Ben-Hamou , Yuval Peres

The branching rule is one of the most fundamental properties of the Macdonald symmetric polynomials. It expresses a Macdonald polynomial as a nonnegative linear combination of Macdonald polynomials with smaller number of variables. Taking a…

Probability · Mathematics 2022-10-21 Leonid Petrov

The chain rule for derivatives of a function of a function is extended to a function of a statistical functional, and applied to obtain approximations to the cumulants, distribution and quantiles of functions of sample moments, and so to…

Methodology · Statistics 2012-11-02 C. S. Withers , S. Nadarajah

The curved uncut chip thickness model is presented to predict the cutting forces for general uncut chip geometries. The cutting force is assumed to be distributed along a curved path on the rake face of the cutting tool, which makes the…

Dynamical Systems · Mathematics 2021-11-02 David Hajdu , Asier Astarloa , Zoltan Dombovari

In this article, we consider products of ergodic Markov chains and discuss their cutoffs in the total variation. Through a new inequality relating the total variation and the Hellinger distance, we may identify the total variation cutoffs…

Probability · Mathematics 2017-02-13 Guan-Yu Chen , Takashi Kumagai

Let $(S_n)_n$ be a $R^d$-valued random walk ($d\geq2$). Using Babillot's method [2], we give general conditions on the characteristic function of $S_n$ under which $(S_n)_n$ satisfies the same renewal theorem as the classical one obtained…

Probability · Mathematics 2012-01-11 Denis Guibourg , Loïc Hervé
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