Related papers: Mixing Time Bounds via the Spectral Profile
Upcoming high spectral resolution telescopes, particularly Astro-H, are expected to finally deliver firm quantitative constraints on turbulence in the intra-cluster medium (ICM). We develop a new spectral analysis technique which exploits…
We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…
The problem of calculating the rate of mutual information between two coarse-grained variables that together specify a continuous time Markov process is addressed. As a main obstacle, the coarse-grained variables are in general…
We study the problem of deterministic approximate counting of matchings and independent sets in graphs of bounded connective constant. More generally, we consider the problem of evaluating the partition functions of the monomer-dimer model…
We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…
We prove the Li-Yau gradient estimate for the heat kernel on graphs. The only assumption is a variant of the curvature-dimension inequality, which is purely local, and can be considered as a new notion of curvature for graphs. We compute…
For a Markov map of an interval or the circle with countably many branches and finitely many neutral periodic points, we establish conditional variational formulas for the mixed multifractal spectra of Birkhoff averages of countably many…
This paper originally showed a lower bound on mixing time for a non-reversible Markov chain in terms of its largest non-trivial eigenvalue, and used this to re-derive some generalizations of results of Fan Chung. However, the paper has been…
The data processing inequality is central to information theory and motivates the study of monotonic divergences. However, it is not clear operationally we need to consider all such divergences. We establish a simple method for Pinsker…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
We resolve the long-standing problem of elucidating the cutoff phenomenon for a vast and important class of Markov processes, namely Markov diffusions with non-negative Bakry-\'Emery curvature. More precisely, we prove that any sequence of…
There exist very few results on mixing for non-stationary processes. However, mixing is often required in statistical inference for non-stationary processes such as time-varying ARCH (tvARCH) models. In this paper, bounds for the mixing…
Mixing rates and decay of correlations for dynamics defined by potentials with summable variations are well understood, but little is known for non-summable variations. In this paper, we exhibit upper bounds for these quantities in the case…
In this article we wish to present a new method to obtain spectral functions at finite temperature and density from the Functional Renormalization Group (FRG). The FRG offers a powerful non-perturbative tool to deal with phase transitions…
We show that the total variation mixing time is not quasi-isometry invariant, even for Cayley graphs. Namely, we construct a sequence of pairs of Cayley graphs with maps between them that twist the metric in a bounded way, while the ratio…
An important problem in the implementation of Markov Chain Monte Carlo algorithms is to determine the convergence time, or the number of iterations before the chain is close to stationarity. For many Markov chains used in practice this time…
We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…
These are the notes for the minicourse on Markov chains delivered at the Saint Petersburg Summer School, June 2012. The main emphasis is on methods for estimating mixing times (for finite chains) and escape rates (for infinite chains).…
In a recent work, Duong, Ghoul and Zaag determined the gradient profile for blowup solutions of standard semilinear heat equation with power nonlinearities in the (supposed to be) generic case. Their method refines the constructive…
We prove a variant of the Davies-Gaffney-Grigor'yan Lemma for the continuous time heat kernel on graphs. We use it together with the Li-Yau inequality to obtain strong heat kernel estimates for graphs satisfying the exponential curvature…