相关论文: On Mixing Properties of Reversible Markov Chains

For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…

We analyse the $\ell^2(\pi)$-convergence rate of irreducible and aperiodic Markov chains with $N$-band transition probability matrix $P$ and with invariant distribution $\pi$. This analysis is heavily based on: first the study of the…

We discuss spectral properties of an periodic quantum graph consisting of an array of rings coupled either tightly or loosely through connecting links, assuming that the vertex coupling is manifestly non-invariant with respect to the time…

The nonlinear filtering equation is said to be stable if it ``forgets'' the initial condition. It is known that the filter might be unstable even if the signal is an ergodic Markov chain. In general, the filtering stability requires…

This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…

The mixing time of an ergodic, reversible Markov chain can be bounded in terms of the eigenvalues of the chain: specifically, the second-largest eigenvalue and the smallest eigenvalue. It has become standard to focus only on the…

Multiple works regarding convergence analysis of Markov chains have led to spectral gap decomposition formulas of the form \[ \mathrm{Gap}(S) \geq c_0 \left[\inf_z \mathrm{Gap}(Q_z)\right] \mathrm{Gap}(\bar{S}), \] where $c_0$ is a…

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

A sequence of Markov chains is said to exhibit (total variation) cutoff if the convergence to stationarity in total variation distance is abrupt. We consider reversible lazy chains. We prove a necessary and sufficient condition for the…

We prove that a rank one transformation satisfying a condition called restricted growth is a mixing transformation if and only if the spacer sequence for the transformation is uniformly ergodic. Uniform ergodicity is a generalization of the…

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between two Markov chains. These divergences offer natural…

We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of $n$ vertices and a Markov chain with a drift is introduced, we get mixing time of…

In this paper we consider the problem of sampling from the low-temperature exponential random graph model (ERGM). The usual approach is via Markov chain Monte Carlo, but Bhamidi et al. showed that any local Markov chain suffers from an…

We consider dependence coefficients for stationary Markov chains. We emphasize on some equivalencies for reversible Markov chains. We improve some known results and provide a necessary condition for Markov chains based on Archimedean…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

We show a strict hierarchy among various edge and vertex expansion properties of Markov chains. This gives easy proofs of a range of bounds, both classical and new, on chi-square distance, spectral gap and mixing time. The 2-gradient is…

We investigate the mixing rate of a Markov chain where a combination of long distance edges and non-reversibility is introduced: as a first step, we focus here on the following graphs: starting from the cycle graph, we select random nodes…

Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…