Related papers: What does a generic Markov operator look like
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we…
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…
We show that, for generative classifiers, conditional independence corresponds to linear constraints for the induced discrimination functions. Discrimination functions of undirected Markov network classifiers can thus be characterized by…
In this note we discuss local gauge-invariant operators in noncommutative gauge theories. Inspired by the connection of these theories with the Matrix model, we give a simple construction of a complete set of gauge-invariant operators. We…
We construct a large class of non-Markovian master equations that describe the dynamics of open quantum systems featuring strong memory effects, which relies on a quantum generalization of the concept of classical semi-Markov processes.…
We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…
In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…
We study the relations between some geometric properties of maximal monotone operators and generic geometric and analytical properties of the functions on the associate Fitzpatrick family of convex representations. We also investigate under…
We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonparametric estimators involved with the associated…
The theory of $L^2$-spectral gaps for reversible Markov chains has been studied by many authors. In this paper we consider positive recurrent general state space Markov chains with stationary transition probabilities. Replacing the…
A novel framework for the analysis of observation statistics on time discrete linear evolutions in Banach space is presented. The model differs from traditional models for stochastic processes and, in particular, clearly distinguishes…
We consider a general class of discrete, two-dimensional Markov chains modeling the dynamics of a population with two types, without mutation or immigration, and neutral in the sense that type has no influence on each individual's birth or…
Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…
We establish a direct connection of quantum Markovianity of an open quantum system to its classical counterpart by generalizing the criterion based on the information flow. Here, the flow is characterized by the time evolution of Helstrom…
Dynkin's (Bull. Amer. Math. Soc. 3 (1980) 975-999) seminal work associates a multidimensional transient symmetric Markov process with a multidimensional Gaussian random field. This association, known as Dynkin's isomorphism, has profoundly…
In a variety of contexts, we prove that singular continuous spectrum is generic in the sense that for certain natural complete metric spaces of operators, those with singular spectrum are a dense $G_\delta$.
Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…