Related papers: Partially exchangeable Markov chains and character…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
We investigate both continuous (second-order) and discontinuous (first-order) transitions to macroscopic synchronization within a single class of discrete, stochastic (globally) phase-coupled oscillators. We provide analytical and numerical…
Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…
We characterize synchronization phenomenon in discrete-time, discrete-state random dynamical systems, with random and probabilistic Boolean networks as particular examples. In terms of multiplicative ergodic properties of the induced linear…
We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…
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 consider the problem of statistical inference in a parametric finite Markov chain model and develop a robust estimator of the parameters defining the transition probabilities via minimization of a suitable (empirical) version of the…
The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…
For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…
Countable state Markov shifts are a natural generalization of the well-known subshifts of finite type. They are the subject of current research both for their own sake and as models for smooth dynamical systems. In this paper, we…
We study the problem of deinterleaving a set of finite-memory (Markov) processes over disjoint finite alphabets, which have been randomly interleaved by a finite-memory switch. The deinterleaver has access to a sample of the resulting…
We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…
This paper studies switching stabilization problems for continuous-time switched linear systems. We consider four types of switching stabilizability defined under different assumptions on the switching control input. The most general…
The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
We introduce a Markov chain model of concurrent quantum programs. This model is a quantum generalization of Hart, Sharir and Pnueli's probabilistic concurrent programs. Some characterizations of the reachable space, uniformly repeatedly…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
We investigate the dynamical properties of the XY spin 1/2 chain with infinite-range transverse interactions and find a dynamical phase transition with a chaotic dynamical phase. In the latter, we find non-vanishing finite-time Lyapunov…
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…