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We prove what appears to be the first concentration of measure result for hidden Markov processes. Our bound is stated in terms of the contraction coefficients of the underlying Markov process, and strictly generalizes the Markov process…

Probability · Mathematics 2007-05-23 Leonid Kontorovich

Concentration bounds for non-product, non-Haar measures are fairly recent: the first such result was obtained for contracting Markov chains by Marton in 1996 via the coupling method. The work that followed, with few exceptions, also used…

Probability · Mathematics 2012-07-10 Leonid , Kontorovich

We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…

Quantum Physics · Physics 2023-07-19 Federico Girotti , Juan P. Garrahan , Mădălin Guţă

We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We…

Probability · Mathematics 2008-09-30 Malwina J. Luczak

In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular…

Probability · Mathematics 2021-01-01 Yuri G. Kondratiev , José L. da Silva

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…

Logic · Mathematics 2015-03-13 Henry Towsner

We observe that the technique of Markov contraction can be used to establish measure concentration for a broad class of non-contracting chains. In particular, geometric ergodicity provides a simple and versatile framework. This leads to a…

Probability · Mathematics 2013-12-06 Aryeh Kontorovich , Roi Weiss

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

In [Aldous,Pitman,1998] a tree-valued Markov chain is derived by pruning off more and more subtrees along the edges of a Galton-Watson tree. More recently, in [Abraham,Delmas,2012], a continuous analogue of the tree-valued pruning dynamics…

Probability · Mathematics 2015-11-26 Wolfgang Löhr , Guillaume Voisin , Anita Winter

We study Markov processes on weighted directed hypergraphs where the state of at most one vertex can change at a time. Our setting is general enough to include simplicial epidemic processes, processes on multilayered networks or even the…

Probability · Mathematics 2024-10-10 Dániel Keliger , Balázs Ráth

We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…

Probability · Mathematics 2020-02-04 Michele Aleandri , Matteo Colangeli , Davide Gabrielli

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

Probability · Mathematics 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott

Random-cluster measures on infinite regular trees are studied in conjunction with a general type of `boundary condition', namely an equivalence relation on the set of infinite paths of the tree. The uniqueness and non-uniqueness of…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett , Svante Janson

Given a finite typed rooted tree $T$ with $n$ vertices, the {\em empirical subtree measure} is the uniform measure on the $n$ typed subtrees of $T$ formed by taking all descendants of a single vertex. We prove a large deviation principle in…

Probability · Mathematics 2007-05-23 Amir Dembo , Peter Morters , Scott Sheffield

The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…

Probability · Mathematics 2019-10-08 Artur Stephan

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

An inequality of K. Marton shows that the joint distribution of a Markov chain with uniformly contracting transition kernels exhibits concentration. We prove an analogous inequality for broadcast models on finite trees. We use this…

Probability · Mathematics 2019-08-23 Christopher Shriver

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

Probability · Mathematics 2012-10-11 Fangjun Xu

We prove a strong law of large numbers for a class of strongly mixing processes. Our result rests on recent advances in understanding of concentration of measure. It is simple to apply and gives finite-sample (as opposed to asymptotic)…

Probability · Mathematics 2008-07-30 Aryeh Kontorovich , Anthony Brockwell
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