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We study the loop clusters induced by Poissonian ensembles of Markov loops on a finite or countable graph (Markov loops can be viewed as excursions of Markov chains with a random starting point, up to re-rooting). Poissonian ensembles are…

Probability · Mathematics 2013-04-17 Yves Le Jan , Sophie Lemaire

We consider two classes of natural stochastic processes on finite unlabeled graphs. These are Euclidean stochastic optimization algorithms on the adjacency matrix of weighted graphs and a modified version of the Metropolis MCMC algorithm on…

Probability · Mathematics 2023-10-17 Siva Athreya , Soumik Pal , Raghav Somani , Raghavendra Tripathi

We consider the problem of learning causal directed acyclic graphs from an observational joint distribution. One can use these graphs to predict the outcome of interventional experiments, from which data are often not available. We show…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Joris Mooij , Dominik Janzing , Bernhard Schölkopf

We consider the random reversible Markov kernel K obtained by assigning i.i.d. nonnegative weights to the edges of the complete graph over n vertices and normalizing by the corresponding row sum. The weights are assumed to be in the domain…

Probability · Mathematics 2012-11-19 Charles Bordenave , Pietro Caputo , Djalil Chafaï

Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives rise to a Markov chain. We show that almost surely, the…

Probability · Mathematics 2010-07-26 Persi Diaconis , Laurent Miclo

We investigate the dynamic formation of regular random graphs. In our model, we pick a pair of nodes at random and connect them with a link if both of their degrees are smaller than d. Starting with a set of isolated nodes, we repeat this…

Statistical Mechanics · Physics 2011-11-16 E. Ben-Naim , P. L. Krapivsky

Consider a 2-dimensional soft random geometric graph $G(\lambda,s,\phi)$, obtained by placing a Poisson($\lambda s^2$) number of vertices uniformly at random in a square of side $s$, with edges placed between each pair $x,y$ of vertices…

Probability · Mathematics 2022-04-25 Mathew D. Penrose

Many seemingly disparate Markov chains are unified when viewed as random walks on the set of chambers of a hyperplane arrangement. These include the Tsetlin library of theoretical computer science and various shuffling schemes. If only…

Combinatorics · Mathematics 2010-02-08 Christos A. Athanasiadis , Persi Diaconis

We consider the problem of defining and fitting models of autoregressive time series of probability distributions on a compact interval of $\mathbb{R}$. An order-$1$ autoregressive model in this context is to be understood as a Markov…

Methodology · Statistics 2023-03-17 Laya Ghodrati , Victor M. Panaretos

A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…

Probability · Mathematics 2007-05-23 Jean-Maxime Labarbe , Jean-François Marckert

Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…

Numerical Analysis · Mathematics 2020-10-23 Matthias Bolten , Eric de Sturler , Camilla Hahn

We study Markovian and non-Markovian behaviour of stochastic processes generated by $p$-adic random dynamical systems. Given a family of $p$-adic monomial random mappings generating a random dynamical system. Under which conditions do the…

Cellular Automata and Lattice Gases · Physics 2010-11-30 Sergio Albeverio , Matthias Gundlach , Andrei Khrennikov , Karl-Olof Lindahl

We study fragmentation of a random recursive tree into a forest by repeated removal of nodes. The initial tree consists of N nodes and it is generated by sequential addition of nodes with each new node attaching to a randomly-selected…

Statistical Mechanics · Physics 2014-12-25 Z. Kalay , E. Ben-Naim

Several known results, by Rivin, Calegari-Maher and Sisto, show that an element $\phi_n\in Out(F_r)$, obtained after $n$ steps of a simple random walk on $Out(F_r)$, is fully irreducible with probability tending to 1 as $n\to\infty$. In…

Group Theory · Mathematics 2015-06-02 Ilya Kapovich , Catherine Pfaff

A periodic behavior is a well observed phenomena in biological and economical systems. We show that evolutionary games on graphs with imitation dynamics can display periodic behavior for an arbitrary choice of game theoretical parameters…

Dynamical Systems · Mathematics 2018-05-11 Jeremias Epperlein , Vladimír Švígler

Self-similar Markov trees constitute a remarkable family of random compact real trees carrying a decoration function that is positive on the skeleton. As the terminology suggests, they are self-similar objects that further satisfy a Markov…

Probability · Mathematics 2025-04-16 Jean Bertoin , Nicolas Curien , Armand Riera

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Probability · Mathematics 2025-02-11 Oleksii Galganov , Andrii Ilienko

General-purpose Markov Chain Monte Carlo sampling algorithms suffer from a dramatic reduction in efficiency as the system being studied is driven towards a critical point. Recently, a series of seminal studies suggested that normalizing…

High Energy Physics - Lattice · Physics 2021-11-24 Luigi Del Debbio , Joe Marsh Rossney , Michael Wilson

Consider a branching Markov process, $X = (X(t), t \ge 0)$, with non-local branching mechanism. Studying the asymptotic behaviour of the moments of X has recently received attention in the literature [6, 7] due to the importance of these…

Probability · Mathematics 2025-02-03 Christopher B. C. Dean , Emma Horton

Given a sequence of i.i.d. random functions $\Psi_{n}:\mathbb{R}\to\mathbb{R}$, $n\in\mathbb{N}$, we consider the iterated function system and Markov chain which is recursively defined by $X_{0}^{x}:=x$ and…

Probability · Mathematics 2021-10-07 Gerold Alsmeyer , Sara Brofferio , Dariusz Buraczewski