相关论文: Markov loops and renormalization

We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the…

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

The main topic of these notes are Markov loops, studied in the context of continuous time Markov chains on discrete state spaces. We refer to [1] and [2] for the short "history" of the subject. In contrast with these references, symmetry is…

In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

Consider a sequence of Poisson point processes of non-trivial loops with certain intensity measures $(\mu^{(n)})_n$, where each $\mu^{(n)}$ is explicitly determined by transition probabilities $p^{(n)}$ of a random walk on a finite state…

Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the…

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Mesoscopic spin ensembles coupled to a cavity offer the exciting prospect of observing complex nonclassical phenomena that pool the microscopic features from a few spins with those of macroscopic spin ensembles. Here, we demonstrate how the…

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…

(Short Description) We use a large N renormalization group method to study a model of interacting boson system with a quenched random potential.

Let $G_{k,n}$ be a group of permutations of $kn$ objects which permutes things independently in disjoint blocks of size $k$ and then permutes the blocks. We investigate the probabilistic and/or enumerative aspects of random elements of…

We use local symplectic Lie groupoids to construct Poisson integrators for generic Poisson structures. More precisely, recursively obtained solutions of a Hamilton-Jacobi-like equation are interpreted as Lagrangian bisections in a…

We study the asymptotic behaviour of the number of self-intersections of a trajectory of a periodic planar Lorentz process with strictly convex obstacles and finite horizon. We give precise estimates for its expectation and its variance. As…

Consider a collection of random variables attached to the vertices of a graph. The reconstruction problem requires to estimate one of them given `far away' observations. Several theoretical results (and simple algorithms) are available when…

Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties…

We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…

We calculate the 1-loop renormalization of the fermion self-energy, all local fermion bilinears, as well as a set of extended bilinears which form a basis corresponding to moments of the parton distribution functions. We use the overlap…

In this work, we investigate a novel setting of Markovian loop measures and introduce a new class of loop measures called Bosonic loop measures. Namely, we consider loop soups with varying intensity $ \mu\le 0 $ (chemical potential in…

In this paper we answer a question of Kaimanovich by characterizing (jointly) bi-harmonic functions on countable, discrete groups with respect to a symmetric, generating measure. We also study the peripheral Poisson boundary of $L(\G)$ with…

We investigate the Poisson regression method for Markov and semi-Markov jump processes from a nonparametric angle, allowing the lengths of the time and duration intervals in the partition to vary with the number of observations. Imposing no…