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In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

Probability · Mathematics 2025-09-26 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Marina Sheshukova

We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

Representation Theory · Mathematics 2020-06-11 Arvind Ayyer , Pooja Singla

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Edgeworth type expansions of third order for transition densities are proved. This is done for time horizons that converge to 0. For this purpose we…

Probability · Mathematics 2007-06-13 Valentin Konakov , Enno Mammen

Given a finite graph G, a vertex of the lamplighter graph consists of a zero-one labeling of the vertices of G, and a marked vertex of G. For transitive graphs G, we show that, up to constants, the relaxation time for simple random walk in…

Probability · Mathematics 2007-05-23 Yuval Peres , David Revelle

In this work we present different results concerning mixing properties of multivariate infinitely divisible (ID) stationary random fields. First, we derive some necessary and sufficient conditions for mixing of stationary ID multivariate…

Probability · Mathematics 2017-04-11 Riccardo Passeggeri , Almut E. D. Veraart

The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal…

Probability · Mathematics 2022-09-05 Giovanni Conforti , Christian Léonard

We compare discrete-time quantum walks on graphs to their natural classical equivalents, which we argue are lifted Markov chains, that is, classical Markov chains with added memory. We show that these can simulate quantum walks, allowing us…

Quantum Physics · Physics 2018-09-26 Simon Apers , Alain Sarlette , Francesco Ticozzi

The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…

Quantum Physics · Physics 2022-09-14 Shantanav Chakraborty , Kyle Luh , Jérémie Roland

Two recent and seemingly-unrelated techniques for proving mixing bounds for Markov chains are: (i) the framework of Spectral Independence, introduced by Anari, Liu and Oveis Gharan, and its numerous extensions, which have given rise to…

Probability · Mathematics 2022-06-07 Yuansi Chen , Ronen Eldan

We study the mixing time of the Rook's Walk Markov chain on a $d$-dimensional chess board of side length $n\geq 3$, where a rook moves by first selecting an axis uniformly at random and then selecting a new position along that axis…

Probability · Mathematics 2026-04-10 Jonatan Kaare-Rasmussen

We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we…

Probability · Mathematics 2019-10-09 Graham White

We improve upon all known lower bounds on the critical fugacity and critical density of the hard sphere model in dimensions two and higher. As the dimension tends to infinity our improvements are by factors of $2$ and $1.7$, respectively.…

Probability · Mathematics 2021-07-22 Tyler Helmuth , Will Perkins , Samantha Petti

Let $(X_n)_{n=0}^\infty$ denote a Markov chain on a Polish space that has a stationary distribution $\varpi$. This article concerns upper bounds on the Wasserstein distance between the distribution of $X_n$ and $\varpi$. In particular, an…

Probability · Mathematics 2021-02-16 Qian Qin , James P. Hobert

Monotone grid classes of permutations have proven very effective in helping to determine structural and enumerative properties of classical permutation pattern classes. Associated with grid class $\mathrm{Grid}(M)$ is a graph, $G(M)$, known…

Combinatorics · Mathematics 2015-09-07 David Bevan

We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We…

Probability · Mathematics 2015-01-19 Lorenzo Bertini , Alessandra Faggionato , Davide Gabrielli

We prove an $\widetilde O(n^2)$ bound for the relaxation time and the log-Sobolev time (inverse log-Sobolev constant) of the classical triangulation flip chain on a convex $(n+2)$-gon, implying a mixing time of $\widetilde O(n^2)$. The…

Combinatorics · Mathematics 2026-05-26 Vedat Levi Alev , Daniel Frishberg , Michail Sarantis , Prasad Tetali

In this paper we study the mixing time of the simple random walk on the giant component of supercritical $d$-dimensional random geometric graphs generated by the unit intensity Poisson Point Process in a $d$-dimensional cube of volume $n$.…

Probability · Mathematics 2025-10-24 Marcos Kiwi , Carlos Martinez , Dieter Mitsche

Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…

Probability · Mathematics 2019-06-06 Shiba Biswal , Nicolas Lanchier

We consider a modified random walk which uses unvisited edges whenever possible, and makes a simple random walk otherwise. We call such a walk an edge-process. We assume there is a rule A, which tells the walk which unvisited edge to use…

Data Structures and Algorithms · Computer Science 2015-03-20 Petra Berenbrink , Colin Cooper , Tom Friedetzky

A finite ergodic Markov chain is said to exhibit cutoff if its distance to stationarity remains close to 1 over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Discovered in the context of card…

Probability · Mathematics 2015-04-10 Anna Ben-Hamou , Justin Salez