Related papers: On the simplest split-merge operator on the infini…

Using time-reversal, we introduce a stochastic integral for zero-energy additive functionals of symmetric Markov processes, extending earlier work of S. Nakao. Various properties of such stochastic integrals are discussed and an It\^{o}…

In this work, we propose and analyse two splitting algorithms for finding a zero of the sum of three monotone operators, one of which is assumed to be Lipschitz continuous. Each iteration of these algorithms require one forward evaluation…

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that the resolvents of the operators are available, this problem can be tackled with the…

The Peaceman-Rachford splitting method is efficient for minimizing a convex optimization problem with a separable objective function and linear constraints. However, its convergence was not guaranteed without extra requirements. He {\it et…

Merging $T$ sorted, non-redundant lists containing $M$ elements into a single sorted, non-redundant result of size $N \ge M/T$ is a classic problem typically solved practically in $O(M \log T)$ time with a priority-queue data structure the…

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

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…

We address the problem of computing a single linkage dendrogram. A possible approach is to: (i) Form an edge weighted graph $G$ over the data, with edge weights reflecting dissimilarities. (ii) Calculate the MST $T$ of $G$. (iii) Break the…

In this paper, we propose a reflected forward-backward splitting algorithic framework for finding a zero of the sum of finitely many monotone op-erators, including maximally monotone operators, cocoercive operators, and monotone and…

Operator splitting methods allow to split the operator describing a complex dynamical system into a sequence of simpler subsystems and treat each part independently. In the modeling of dynamical problems, systems of (possibly coupled)…

Petrov constructed a diffusion process in the Kingman simplex whose unique stationary distribution is the two-parameter Poisson-Dirichlet distribution of Pitman and Yor. We show that the subset of the simplex comprising vectors whose…

We show that to each symmetric elliptic operator of the form \[ \mathcal{A} = - \sum \partial_k \, a_{kl} \, \partial_l + c \] on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^d$ one can associate a self-adjoint Dirichlet-to-Neumann…

The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…

The Douglas-Rachford splitting method is a classical and widely used algorithm for solving monotone inclusions involving the sum of two maximally monotone operators. It was recently shown to be the unique frugal, no-lifting…

In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…

The one-dimensional symmetric exclusion process, the simplest interacting particle process, is a lattice-gas made of particles that hop symmetrically on a discrete line respecting hard-core exclusion. The system is prepared on the infinite…

Splitting methods have emerged as powerful tools to address complex problems by decomposing them into smaller solvable components. In this work, we develop a general approach to forward-backward splitting methods for solving monotone…

Consider a classical elliptic pseudodifferential operator $P$ on ${\Bbb R}^n$ of order $2a$ ($0<a<1)$ with even symbol. For example, $P=A(x,D)^a$ where $A(x,D)$ is a second-order strongly elliptic differential operator; the fractional…

We present a coherent approach to recurrence and transience, starting from a version of the Riesz decomposition theorem for superharmonic elements. Our approach allows straightforward proofs of some known results, entails new theorems, and…