Related papers: Continuity for Limit Profiles of Reversible Markov…
We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…
Let $\{Y_i\}_{i=1}^{\infty}$ be a stationary reversible Markov chain with state space $[N]$, let $(X, \| \cdot \|)$ be a real-valued Banach space and let $f_1, \ldots, f_n: [N] \rightarrow X$ be functions with mean $0$ such that $\|f_i(v)\|…
Variable-length Markov chains on finite quivers provide a natural framework for context-dependent stochastic growth under incidence constraints. I study quiver-valued variable-length Markov chains observed through finite boundary windows…
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…
Linear-constraint loops are programs whose transition relation is specified by a system of linear inequalities. The termination problem asks, given a loop, whether it admits an infinite computation. Decidability of termination remains open…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…
The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
Consider a sequence of continuous-time irreducible reversible Markov chains and a sequence of initial distributions, $\mu_n$. The sequence is said to exhibit $\mu_n$-cutoff if the convergence to stationarity in total variation distance is…
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…
In this short note, we show that cutting cycles of rods is fixed-parameter tractable by reducing the problem to computing a feedback vertex set in a mixed graph.
It is proved that a parameterized curve in a metric space $X$ is absolutely continuous if and only if its composition with any Lipschitz function on $X$ is absolutely continuous.
The cutoff phenomenon describes the case when an abrupt transition occurs in the convergence of a Markov chain to its equilibrium measure. There are various metrics which can be used to measure the distance to equilibrium, each of which…
Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…
Consider a Hausdorff space (X,T) and a set C of converging nets in X. By virtue of the limit uniqueness, the relation Lim which assigns each member x of X to every net N lying in C that converges to x is a map. Of course, structuring C with…
Causal reversibility blends reversibility and causality for concurrent systems. It indicates that an action can be undone provided that all of its consequences have been undone already, thus making it possible to bring the system back to a…
We show that an algorithmic construction of sequences of recursive trees leads to a direct proof of the convergence of random recursive trees in an associated Doob-Martin compactification; it also gives a representation of the limit in…
Given a function f in the exterior of a convex curve in the real plane, we prove that if the restrictions of f to the tangent lines to the curve extend as entire functions, then the function f is an entire function of two variables.
In this paper we consider stopping problems for continuous-time Markov chains under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. More precisely our aim is to maximize the certainty…