Related papers: Spectral theory for Markov chains with transition …
We study the relation between certain non-degenerate lower Hessenberg infinite matrices $\mathcal{G}$ and the existence of sequences of orthogonal polynomials with respect to Sobolev inner products. In other words, we extend the well-known…
It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions…
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…
In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…
We consider Markov chain with spectral gap in $L^2$ space. Assume that $f$ is a bounded function. Then the probabilities of large deviations of average along trajectory satisfy Hoeffding's-type inequalities. These bounds depend only on the…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…
The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
It has been well known for some time that for strictly stationary Markov chains that are ``reversible'', that special symmetry provides special extra features in the mathematical theory. This paper here is primarily a purely expository…
In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we…
Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…
We study various classes of random processes defined on the regular tree $T_d$ that are invariant under the automorphism group of $T_d$. Most important ones are factor of i.i.d. processes (randomized local algorithms), branching Markov…
In a previous work we introduced an elementary method to analyze the periodicity of a generating function defined by a single equation y=G(x,y). This was based on deriving a single set-equation Y = Gammma(Y) defining the spectrum of the…
An irreducible stochastic matrix with rational entries has a stationary distribution given by a vector of rational numbers. We give an upper bound on the lowest common denominator of the entries of this vector. Bounds of this kind are used…
We explore factorizations of noncommutative Riemannian spin geometries over commutative base manifolds in unbounded KK-theory. After setting up the general formalism of unbounded KK-theory and improving upon the construction of internal…
We study the direct and inverse spectral theory for a class of finite Hermitian banded matrices. Using the theory of matrix orthogonal polynomials, we provide an explicit procedure for reconstructing a banded matrix from a matrix-valued…
The zigzag process is a variant of the telegraph process with position dependent switching intensities. A characterization of the $L^2$-spectrum for the generator of the one-dimensional zigzag process is obtained in the case where the…
In the past decade, several multi-resolution representation theories for graph signals have been proposed. Bipartite filter-banks stand out as the most natural extension of time domain filter-banks, in part because perfect reconstruction,…
We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…