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We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

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 $\Pc_k$…

Probability · Mathematics 2014-01-24 Loïc Hervé , James Ledoux

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

Probability · Mathematics 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

We establish boundary observability and control for the fractional heat equation over arbitrary time horizons $T > 0$, within the optimal range of fractional exponents $s \in (1/2, 1)$. Our approach introduces a novel synthesis of…

Analysis of PDEs · Mathematics 2025-04-25 Umberto Biccari , Mahamadi Warma , Enrique Zuazua

We propose a notion of graph convergence that interpolates between the Benjamini--Schramm convergence of bounded degree graphs and the dense graph convergence developed by L\'aszl\'o Lov\'asz and his coauthors. We prove that spectra of…

Combinatorics · Mathematics 2017-12-27 Péter E. Frenkel

This monograph is an exposition on an exciting new technique known as spectral independence, which has been instrumental in analyzing the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms. For a high-dimensional distribution…

Discrete Mathematics · Computer Science 2025-09-18 Zongchen Chen , Daniel Stefankovic , Eric Vigoda

We address the problem of sampling colorings of a graph $G$ by Markov chain simulation. For most of the article we restrict attention to proper $q$-colorings of a path on $n$ vertices (in statistical physics terms, the one-dimensional…

Probability · Mathematics 2007-05-23 Martin Dyer , Leslie Ann Goldberg , Mark Jerrum

We consider the problem of sampling from the uniform distribution on the set of Eulerian orientations of subgraphs of the triangular lattice. Although it is known that this can be achieved in polynomial time for any graph, the algorithm…

Discrete Mathematics · Computer Science 2007-05-23 Paidi Creed

This is an expository paper, focussing on the following scenario. We have two Markov chains, $\mathcal {M}$ and $\mathcal {M}'$. By some means, we have obtained a bound on the mixing time of $\mathcal {M}'$. We wish to compare $\mathcal…

Probability · Mathematics 2007-05-23 Martin Dyer , Leslie Ann Goldberg , Mark Jerrum , Russell Martin

We study the rate of weak convergence of Markov chains to diffusion processes under suitable but quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree…

Probability · Mathematics 2020-05-06 Maya Briani , Lucia Caramellino , Giulia Terenzi

Biphoton frequency comb (BFC), which encompasses multiple discrete frequency modes and represents high-dimensional frequency entanglement, is crucial in quantum information processing due to its high information capacity and error…

Quantum Physics · Physics 2025-07-30 Baihong Li , Qi-qi Li , Boxin Yuan , Ruifang Dong , Shougang Zhang , Rui-Bo Jin

This article extends weak convergence bounds of Markov transition kernels to convergence bounds on the variance of the Markov kernel applied to Lipschitz functions. In the reversible case, weak convergence rates of the transition kernels…

Statistics Theory · Mathematics 2026-04-29 Austin Brown

We prove results on mixing and mixing rates for toral extensions of nonuniformly expanding maps with subexponential decay of correlations. Both the finite and infinite measure settings are considered. Under a Dolgopyat-type condition on…

Dynamical Systems · Mathematics 2018-11-02 Ian Melbourne , Dalia Terhesiu

We derive large time upper bounds for heat kernels on vector bundles of differential forms on a class of non-compact Riemannian manifolds under certain curvature conditions.

Differential Geometry · Mathematics 2007-05-23 Thierry Coulhon , Qi S. Zhang

We prove a general theorem on cutoffs for symmetric simple exclusion processes on graphs with open boundaries, under the natural assumption that the graphs converge geometrically and spectrally to a compact metric measure space with…

Probability · Mathematics 2020-12-24 Joe P. Chen , Milton Jara , Rodrigo Marinho

Identifying pure components in mixtures is a common yet challenging problem. The associated unmixing process requires the pure components, also known as endmembers, to be sufficiently spectrally distinct. Even with this requirement met,…

Data Analysis, Statistics and Probability · Physics 2023-11-16 Oliver Hoidn , Aashwin Mishra , Apurva Mehta

Hyperspectral unmixing, the process of estimating a common set of spectral bases and their corresponding composite percentages at each pixel, is an important task for hyperspectral analysis, visualization and understanding. From an…

Computer Vision and Pattern Recognition · Computer Science 2014-11-18 Feiyun Zhu , Ying Wang , Bin Fan , Gaofeng Meng , Shiming Xiang , Chunhong Pan

We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate orthogonal polynomial as eigenfunctions. Our…

Probability · Mathematics 2009-06-24 Kshitij Khare , Hua Zhou

We derive nonperturbative flow equations within an effective constituent quark model for two quark flavors. Heat-kernel methods are employed for a renormalization group improved effective potential. We study the evolution of the effective…

High Energy Physics - Phenomenology · Physics 2007-05-23 B. -J. Schaefer , H. J. Pirner

We present an exclusion process based approach for sampling densest $k$-sub-graphs from regular graphs $L$ with connected complement. By interpreting an exclusion process as a Markov chain on a corresponding Token Graph $\mathfrak{L}_k$, we…

Probability · Mathematics 2023-01-12 Jens Walter Fischer