Related papers: Limit profiles and cutoff for the Burnside process…
Tight bounds for several symmetric divergence measures are derived in terms of the total variation distance. It is shown that each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these…
In this paper we consider a simple Markov chain for bipartite graphs with given degree sequence on $n$ vertices. We show that the mixing time of this Markov chain is bounded above by a polynomial in $n$ in case of {\em semi-regular} degree…
Many modern techniques employed in physics, such a computation of path integrals, rely on random walks on graphs that can be represented as Markov chains. Traditionally, estimates of running times of such sampling algorithms are computed…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…
We prove that the limit profile of a sequence of reversible Markov chains exhibiting total variation cutoff is a continuous function, under a computable condition involving the spectrum of the transition matrix and the cutoff window.
Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…
The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…
We provide new upper bounds for mixing times of general finite Markov chains. We use these bounds to show that the total variation mixing time is robust under rough isometry for bounded degree graphs that are roughly isometric to trees.
Various quantum analogues of the central limit theorem, which is one of the cornerstones of probability theory, are known in the literature. One such analogue, due to Cushen and Hudson, is of particular relevance for quantum optics. It…
We investigate a quadratic dynamical system known as nonlinear recombinations. This system models the evolution of a probability measure over the Boolean cube, converging to the stationary state obtained as the product of the initial…
We consider the DLA process on a cylinder G x N. It is shown that this process "grows arms", provided that the base graph G has small enough mixing time. Specifically, if the mixing time of G is at most (log|G|)^(2-\eps), the time it takes…
On the rooted $k$-ary tree we consider a 0-1 kinetically constrained spin model in which the occupancy variable at each node is re-sampled with rate one from the Bernoulli(p) measure iff all its children are empty. For this process the…
We prove for Gibbs-Markov maps that the number of visits to a sequence of shrinking sets with bounded cylindrical lengths converges in distribution to a Poisson law. Applying to continued fractions, this result extends Doeblin's Poisson…
Metrics for merge trees that are simultaneously stable, informative, and efficiently computable have so far eluded researchers. We show in this work that it is possible to devise such a metric when restricting merge trees to ordered domains…
We propose a new perspective on the asymptotic regimes of fast and slow extinction in the contact process on locally converging sequences of sparse finite graphs. We characterise the phase boundary by the existence of a metastable density,…
We give a number of results on approximations of Markov kernels in total variation and Wasserstein norms weighted by a Lyapunov function. The results are applied to examples from Bayesian statistics where approximations to transition…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
We study the convergence rate to stationarity for a class of exchangeable partition-valued Markov chains called cut-and-paste chains. The law governing the transitions of a cut-and-paste chain are determined by products of i.i.d. stochastic…
We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic…