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In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

Probability · Mathematics 2022-03-30 Alex Infanger , Peter W. Glynn , Yuanyuan Liu

Earlier work by Diaconis and Saloff-Coste gives a spectral criterion for a maximum separation cutoff to occur for birth and death chains. Ding, Lubetzky and Peres gave a related criterion for a maximum total variation cutoff to occur in the…

Probability · Mathematics 2015-02-03 Guan-Yu Chen , Laurent Saloff-Coste

We propose a new type of approximate counting algorithms for the problems of enumerating the number of independent sets and proper colorings in low degree graphs with large girth. Our algorithms are not based on a commonly used Markov chain…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , David Gamarnik

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

Probability · Mathematics 2022-10-10 Janos Englander , Stanislav Volkov

The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network's structure can be explained by its degree…

Social and Information Networks · Computer Science 2023-05-31 Upasana Dutta , Bailey K. Fosdick , Aaron Clauset

The aim of this paper is to construct a new non-uniform corner-cutting (NUCC) subdivision scheme that improves the accuracy of the classical (stationary and nonstationary) methods. The refinement rules are formulated via the reproducing…

Optimization and Control · Mathematics 2020-11-13 Byeongseon Jeong , Hyoseon Yang , Jungho Yoon

We describe a new sampling-based method to determine cuts in an undirected graph. For a graph (V, E), its cycle space is the family of all subsets of E that have even degree at each vertex. We prove that with high probability, sampling the…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-07-22 David Pritchard , Ramakrishna Thurimella

In this article, we considers reversible Markov chains of which $L^2$-distances can be expressed in terms of Laplace transforms. The cutoff of Laplace transforms was first discussed by Chen and Saloff-Coste in [8], while we provide here a…

Probability · Mathematics 2017-01-25 Guan-Yu Chen , Jui-Ming Hsu , Yuan-Chung Sheu

We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

Probability · Mathematics 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an…

Probability · Mathematics 2017-10-10 Minjung Gim , Gerald Trutnau

We consider a Branching Random Walk on $\R$ whose step size decreases by a fixed factor, $0<b<1$, with each turn. This process generates a random probability measure on $\R$, that is, the limit of uniform distribution among the $2^n$…

Probability · Mathematics 2011-07-20 Itai Benjamini , Ori Gurel-Gurevich , Boris Solomyak

This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…

Probability · Mathematics 2022-04-05 Somenath Biswas

We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…

Probability · Mathematics 2012-01-16 Sandro Gallo , Matthieu Lerasle , Daniel Yasumasa Takahashi

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Probability · Mathematics 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

Every irreducible discrete-time linear switching system possesses an invariant convex Lyapunov function (Barabanov norm), which provides a very refined analysis of trajectories. Until recently that notion remained rather theoretical apart…

Optimization and Control · Mathematics 2021-09-28 Vladimir Yu. Protasov

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

Probability · Mathematics 2011-11-11 Alexandre Gaudillière , Claudio Landim

We study null recurrent renewal Markov chains with renewal distribution in the domain of geometric partial attraction of a semistable law. Using the classical procedure of inversion, we derive a limit theorem similar to the Darling-Kac law…

Dynamical Systems · Mathematics 2018-03-29 Peter Kevei , Dalia Terhesiu

This paper introduces a machine for sampling approximate model-X knockoffs for arbitrary and unspecified data distributions using deep generative models. The main idea is to iteratively refine a knockoff sampling mechanism until a criterion…

Methodology · Statistics 2020-03-03 Yaniv Romano , Matteo Sesia , Emmanuel J. Candès

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei