Related papers: Embedding of reversible Markov matrices

In this paper, we prove that the semigroups of invertible matrices with nonnegative elements over linearly oredered associative rings are elementarily equivalent if and only if the matrices have the same dimension and the rings are…

In this paper we are looking for quantitative estimates for the convergene to equilibrium of non reversible Markov processes, especialy in short times. The models studied are simple enough to get an explicit expression of the L2 distance…

We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…

An irreducible norm closed semigroup of complex matrices is simultaneously similar to a semigroup of partial isometries if and only if (a) the norms of all nonzero members of it are uniformly bounded above and below, and (b) its idempotents…

Using the entropic inequalities for Shannon and Tsallis entropies new inequalities for some classical polynomials are obtained. To this end, an invertible mapping for the irreducible unitary representation of groups $SU(2)$ and $SU(1,1)$…

Deciding whether a Markov matrix is embeddable (i.e. can be written as the exponential of a rate matrix) is an open problem even for $4\times 4$ matrices. We study the embedding problem and rate identifiability for the K80 model of…

Consider a random vector with finite second moments. If its precision matrix is an M-matrix, then all partial correlations are non-negative. If that random vector is additionally Gaussian, the corresponding Markov random field (GMRF) is…

In this paper we provide an abstract characterization of the inverse hulls of semigroups associated with Markov shifts. As an application of the characterization we give an example of Markov shifts that are not conjugate, but have…

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…

This paper presents an efficient reversible algorithm for linear regression, both with and without ridge regression. Our reversible algorithm matches the asymptotic time and space complexity of standard irreversible algorithms for this…

Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…

In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…

Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…

The computation of matrix functions is a well-studied problem. Of special importance are the exponential and the logarithm of a matrix, where the latter also raises existence and uniqueness questions. This is particularly relevant in the…

We develop a theory of weak Poincar\'e inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the…

Reversibility is a key concept in Markov models and Master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility…

In order to prove weak convergence of the periodic multiplicative Selmer algorithm we ensure that the periodicity matrix is positive and establish a relation between its entries and eigenvalues. Since we can imply that the limit of these…

We extend the concept of the m-weak group MP inverse of a square matrix to a rectangular matrix, called the W-weighted m-weak group MP inverse, which also unifies the W-weighted weak core inverse and W-weighted DMP inverse. Some properties,…

All one-condition generalized inverses of the Markovian kernel I - P, where P is the transition matrix of a finite irreducible Markov chain, can be uniquely specified in terms of the stationary probabilities and the mean first passage times…