Related papers: Coalescence in Markov chains
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…
In this paper, we study the phenomenon of coming down from infinity for subcritical cooperative branching processes with pairwise interactions (BPI processes) under suitable conditions. BPI processes are continuous-time Markov chains that…
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…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
Given a sequence $(\mathfrak{X}_i, \mathscr{K}_i)_{i=1}^\infty$ of Markov chains, the cut-off phenomenon describes a period of transition to stationarity which is asymptotically lower order than the mixing time. We study mixing times and…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…
Clustering algorithms frequently require the number of clusters to be chosen in advance, but it is usually not clear how to do this. To tackle this challenge when clustering within sequential data, we present a method for estimating the…
Let $K_n$ denote the number of types of a sample of size $n$ taken from an exchangeable coalescent process ($\Xi$-coalescent) with mutation. A distributional recursion for the sequence $(K_n)_{n\in{\mathbb N}}$ is derived. If the coalescent…
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…
We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide…
We study a Markov chain on $\mathbb{R}_+ \times S$, where $\mathbb{R}_+$ is the non-negative real numbers and $S$ is a finite set, in which when the $\mathbb{R}_+$-coordinate is large, the $S$-coordinate of the process is approximately…
We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…
Consider a multitype coalescent process in which each block has a colour in $\{1,\ldots,d\}$. Individual blocks may change colour, and some number of blocks of various colours may merge to form a new block of some colour. We show that if…
Let $X$ be a finite set and let $G$ be a finite group acting on $X$. The group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is lumped to…
Consider time-homogeneous discrete-time Markov chains $X$, $Y$, and $Z$ on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose for maps $f$ and $g$ that $(f(X_t))_{t \ge 0}$ and…
The kinetic features of plasmoid chain formation and evolution are investigated by two dimensional Particle-in-Cell simulations. Magnetic reconnection is initiated in multiple X points by the tearing instability. Plasmoids form and grow in…
We consider a one-parameter family of matrix product states of spin one particles on a periodic chain and study in detail the entanglement properties of such a state. In particular we calculate exactly the entanglement of one site with the…
We describe a new general connection between $\Lambda$-coalescents and genealogies of continuous-state branching processes. This connection is based on the construction of an explicit coupling using a particle representation inspired by the…
We investigate the kinetics of a polymer collapse due to the formation of irreversible crosslinks between its monomers. Using the contact probability $P(s)$ as a scale-dependent order parameter depending on the chemical distance $s$, our…