Related papers: Martin Capacity for Markov Chains

We study properties of the random metric space called the Brownian map. For every h>0, we consider the connected components of the complement of the open ball of radius h centered at the root, and we let N(h,r) be the number of those…

This paper considers the queueing performance of a system that transmits coded data over a time-varying erasure channel. In our model, the queue length and channel state together form a Markov chain that depends on the system parameters.…

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

We identify the measurable absorbing obstruction to uniqueness of invariant probability measures for a Markov kernel. Ordinary absorbing decompositions obstruct global irreducibility and recurrence, but not necessarily uniqueness: an…

Kigami showed that a transient random walk on a deterministic infinite tree $T$ induces its trace process on the Martin boundary of $T$. In this paper, we will deal with trace processes on Martin boundaries of random trees instead of…

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This is done by considering as basic uncertainty models the so-called credal sets that…

In the modeling, monitoring, and control of complex networks, a fundamental problem concerns the comprehensive determination of the state of the system from limited measurements. Using power grids as example networks, we show that this…

We revisit the $R-$positivity of nearest neighbors matrices on ${\ZZ_+}$ and the Gibbs measures on the set of nearest neighbors trajectories on ${\ZZ_+}$ whose Hamiltonians award either visits to sites a or visits to edges. We give…

We define an analog of Plancherel measure for the set of rooted unlabeled trees on n vertices, and a Markov chain which has this measure as its stationary distribution. Using the combinatorics of commutation relations, we show that order…

We study an anytime control algorithm for situations where the processing resources available for control are time-varying in an a priori unknown fashion. Thus, at times, processing resources are insufficient to calculate control inputs. To…

Chemical reactions can be modelled via diffusion processes conditioned to make a transition between specified molecular configurations representing the state of the system before and after the chemical reaction. In particular the model of…

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…

An efficient discrete time and space Markov chain approximation employing a Brownian bridge correction for computing curvilinear boundary crossing probabilities for general diffusion processes was recently proposed in Liang and Borovkov…

We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, which cannot be achieved by conventional…

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…

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the $V$-geometric ergodicity of $P$ and that of finite-rank nonnegative sub-Markov kernels $\Pc_k$…

We model the ligand-receptor molecular communication channel with a discrete-time Markov model, and show how to obtain the capacity of this channel. We show that the capacity-achieving input distribution is iid; further, unusually for a…

We present two new methods for estimating the order (memory depth) of a finite alphabet Markov chain from observation of a sample path. One method is based on entropy estimation via recurrence times of patterns, and the other relies on a…

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…