Related papers: Generalized discrete Markov spectra
We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…
We investigate the spectrum of the infinitesimal generator of the continuous time random walk on a randomly weighted oriented graph. This is the non-Hermitian random nxn matrix L defined by L(j,k)=X(j,k) if k<>j and…
The dynamical Markov and Lagrange spectra are subsets of the real line widely studied and that share some similarities with the classical spectra, e.g. typical dynamical spectra, associated to horseshoes with Hausdorff dimension greater…
Dissipative phase transitions in quantum systems have been largely studied under the so-called Markovian approximation, where the environments to which the systems are coupled are memoryless. Here, we present a generalization of the…
Time dependent signals in experimental techniques such as Nuclear Magnetic Resonance (NMR) and Muon Spin Relaxation (muSR) are often the result of an ensemble average over many microscopical dynamical processes. While there are a number of…
We study a colored generalization of the famous simple-switch Markov chain for sampling the set of graphs with a fixed degree sequence. Here we consider the space of graphs with colored vertices, in which we fix the degree sequence and…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…
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…
This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…
A method of constructing Markov chains on finite state spaces is provided. The chain is specified by three constraints: stationarity, dependence and marginal distributions. The generalized Pythagorean theorem in information geometry plays a…
In this paper we study spectra of Laplacians of infinite weighted graphs. Instead of the assumption of local finiteness we impose the condition of summability of the weight function. Such graphs correspond to reversible Markov chains with…
Generalized spectra of differential operators can be related to spectra of preconditioned discretized operators. Obtaining (estimates of) the eigenvalues of the preconditioned discretized operators may lead to better estimating of the…
We consider the forward Kolmogorov equation corresponding to measure-valued processes stemming from a class of interacting particle systems in population dynamics, including variations of the Bolker-Pacala-Dieckmann-Law model. Under the…
This paper develops a closed-form spectral decomposition framework for the Gramian matrices of discrete-time linear dynamical systems. The main results provide explicit decompositions of the discrete-time controllability Gramian and its…
A novel framework for the analysis of observation statistics on time discrete linear evolutions in Banach space is presented. The model differs from traditional models for stochastic processes and, in particular, clearly distinguishes…
It is known that all degenerations of the complex projective plane into a surface with only quotient singularities are controlled by the positive integer solutions $(a,b,c)$ of the Markov equation $$x^2+y^2+z^2=3xyz.$$ It turns out that…
This paper considers the problem of defining distributions over graphical structures. We propose an extension of the hyper Markov properties of Dawid and Lauritzen [Ann. Statist. 21 (1993) 1272-1317], which we term structural Markov…
Lagrange spectra have been defined for closed submanifolds of the moduli space of translation surfaces which are invariant under the action of SL(2,R). We consider the closed orbit generated by a specific covering of degree 7 of the…
In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare.These estimates are then used to apply the…