Related papers: Coalescence in Markov chains

In this paper, we consider the classical Ising model on the Cayley tree of order k and show the existence of the phase transition in the following sense: there exists two quantum Markov states which are not quasi-equivalent. It turns out…

We define a Markov process in a forward population model with backward genealogy given by the $\Lambda$-coalescent. This Markov process, called the fixation line, is related to the block counting process through its hitting times. Two…

Classical coupling constructions arrange for copies of the \emph{same} Markov process started at two \emph{different} initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which…

We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…

Coalescents with multiple collisions (also called Lambda-coalescents or simple exchangeable coalescents) are used as models of genealogies. We study a new class of Markovian coalescent processes connected to a population model with…

We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as…

Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…

In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…

Let X and Y be independent transient Markov chains on the same state space that have the same transition probabilities. Let L denote the ``loop-erased path'' obtained from the path of X by erasing cycles when they are created. We prove that…

For each $n$ let $Y^n_t$ be a continuous time symmetric Markov chain with state space $n^{-1} \Z^d$. A condition in terms of the conductances is given for the convergence of the $Y^n_t$ to a symmetric Markov process $Y_t$ on $\R^d$. We have…

We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…

This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC)…

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Motivated by various applications, we describe the scaling limits of bivariate Markov chains $(X,J)$ on $\mathbb Z_+ \times \{1,\ldots,\kappa\}$ where $X$ can be viewed as a position marginal and $\{1,\ldots,\kappa\}$ is a set of $\kappa$…

We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a…

In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…

We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…