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Let $P$ be the transition matrix of a finite, irreducible and reversible Markov chain. We say the continuous time Markov chain $X$ has transition matrix $P$ and speed $\lambda$ if it jumps at rate $\lambda$ according to the matrix $P$. Fix…

Probability · Mathematics 2015-06-26 Louigi Addario-Berry , Roberto I. Oliveira , Yuval Peres , Perla Sousi

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…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

Let ${\cal G}=(G,w)$ be a weighted simple finite connected graph, that is, let $G$ be a simple finite connected graph endowed with a function $w$ from the set of the edges of $G$ to the set of real numbers. For any subgraph $G'$ of $G$, we…

Combinatorics · Mathematics 2014-12-18 Elena Rubei

The Doeblin Graph of a countable state space Markov chain describes the joint pathwise evolutions of the Markov dynamics starting from all possible initial conditions, with two paths coalescing when they reach the same point of the state…

Probability · Mathematics 2022-12-02 François Baccelli , Mir-Omid Haji-Mirsadeghi , Sayeh Khaniha

A matrix $S=(s_{ij})\in{\mathbb R}^{n\times n}$ is said to determine a \emph{transitional measure} for a digraph $G$ on $n$ vertices if for all $i,j,k\in\{1,\...,n\},$ the \emph{transition inequality} $s_{ij} s_{jk}\le s_{ik} s_{jj}$ holds…

Combinatorics · Mathematics 2011-09-21 Pavel Chebotarev

We give an algorithm for finding the arboricity of a weighted, undirected graph, defined as the minimum number of spanning forests that cover all edges of the graph, in $\sqrt{n} m^{1+o(1)}$ time. This improves on the previous best bound of…

Data Structures and Algorithms · Computer Science 2025-07-22 Ruoxu Cen , Henry Fleischmann , George Z. Li , Jason Li , Debmalya Panigrahi

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

We show how to map the states of an ergodic Markov chain to Euclidean space so that the squared distance between states is the expected commuting time. We find a minimax characterization of commuting times, and from this we get monotonicity…

Probability · Mathematics 2017-10-27 Peter G. Doyle , Jean Steiner

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…

Probability · Mathematics 2016-01-19 Gert de Cooman , Jasper De Bock , Stavros Lopatatzidis

We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition…

Systems and Control · Electrical Eng. & Systems 2020-08-18 Yasin Yazicioglu

We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…

Statistical Mechanics · Physics 2025-01-07 Guillaume Le Treut , Sarah Ancheta , Greg Huber , Henri Orland , David Yllanes

We study the maximum out forests of a (weighted) digraph and the matrix of maximum out forests. A maximum out forest of a digraph G is a spanning subgraph of G that consists of disjoint diverging trees and has the maximum possible number of…

Combinatorics · Mathematics 2007-05-23 Rafig Agaev , Pavel Chebotarev

An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…

Statistical Mechanics · Physics 2020-01-15 Babak Shotorban

Extensive empirical investigation has shown that a plethora of real networks synchronously exhibit scale-free and modular structure, and it is thus of great importance to uncover the effects of these two striking properties on various…

Statistical Mechanics · Physics 2012-01-05 Zhongzhi Zhang , Yihang Yang , Yuan Lin

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…

Data Analysis, Statistics and Probability · Physics 2016-11-22 Uttam Bhat , S. Redner

Consider a Markov chain with finite state $\{0, 1, ..., d\}$. We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations : (1) the absorbing time of state $d$ when the chain starts…

Probability · Mathematics 2014-12-09 Wenming Hong , Ke Zhou

For a simple (unbiased) random walk on a connected graph with $n$ vertices, the cover time (the expected number of steps it takes to visit all vertices) is at most $O(n^3)$. We consider locally biased random walks, in which the probability…

Probability · Mathematics 2016-07-19 Roee David , Uriel Feige

We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described…

Soft Condensed Matter · Physics 2009-11-07 Chi-Lun Lee , George Stell , Jin Wang

Various graph algorithms have been developed with multiple random walks, the movement of several independent random walkers on a graph. Designing an efficient graph algorithm based on multiple random walks requires investigating multiple…

Social and Information Networks · Computer Science 2020-06-11 Yusuke Sakumoto , Hiroyuki Ohsaki
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