中文
相关论文

相关论文: An irreversible local Markov chain that preserves …

200 篇论文

Using ideas borrowed from topological dynamics and ergodic theory we introduce topological and metric versions of the recurrence property for general Markov chains. The main question of interest here is how large is the set of recurrent…

概率论 · 数学 2018-10-23 Michael Blank

In this paper we consider the stochastic six-vertex model on a cylinder with arbitrary initial data. First, we show that it exhibits a limit shape in the thermodynamic limit, whose density profile is given by the entropy solution to an…

概率论 · 数学 2020-01-08 Amol Aggarwal

Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…

统计力学 · 物理学 2016-04-27 Marija Vucelja

We define a class of Markovian parallel dynamics for spin systems on arbitrary graphs with nearest neighbor interaction described by a Hamiltonian function $H(\sigma)$. These dynamics turn out to be reversible and their stationary measure…

We consider topological Markov chains (also called Markov shifts) on countable graphs. We show that a transient graph can be extended to a recurrent graph of equal entropy which is either positive recurrent of null recurrent, and we give an…

动力系统 · 数学 2019-01-03 Sylvie Ruette

We study the integrability of the quantized six-vertex model with four parameters on a torus. It is a three-dimensional integrable lattice model in which a layer transfer matrix, depending on two spectral parameters associated with the…

可精确求解与可积系统 · 物理学 2025-05-15 Rei Inoue , Atsuo Kuniba , Yuji Terashima , Junya Yagi

We consider a Markov chain on $R^+$ with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invariant tail distribution is proven; such a heavy-tailed invariant…

概率论 · 数学 2012-08-16 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

信息论 · 计算机科学 2015-04-21 Bernhard C. Geiger , Christoph Temmel

A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministic and random scan versions of the two-variable Gibbs…

统计理论 · 数学 2012-06-22 Aixin Tan , Galin L. Jones , James P. Hobert

Dynamics under which a system of Ising spins relaxes to a stationary state with Bolzmann-Gibbs measure and which do not fulfil the condition of detailed balance are irreversible and asymmetric. We revisit the problem of the determination of…

统计力学 · 物理学 2015-06-15 Claude Godreche

We prove that, for a $C^2$ partially hyperbolic endomorphism of the 2-torus which is strongly transitive, given an ergodic $u$-Gibbs measure that has positive center Lyapunov exponent and has full support, then either the map is special…

动力系统 · 数学 2026-02-10 Marisa Cantarino , Bruno Santiago

We study a class of strongly irreducible, multidimensional, topological Markov shifts, comparing two notions of "symmetric measure": exchangeability and the Gibbs (or conformal) property. We show that equilibrium measures for such shifts…

概率论 · 数学 2010-06-01 Jon. Aaronson , Hitoshi Nakada

We construct a marginally stable linear switching system in continuous time, in four dimensions and with three switching states, which is exponentially stable with respect to constant switching laws and which has a unique Barabanov norm,…

最优化与控制 · 数学 2023-01-25 Ian D. Morris

A $d$-dimensional binary Markov random field on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, potentials $a=a(n)$ and $b=b(n)$ depend on $n$. Precise bounds for the probability for local configurations to…

概率论 · 数学 2010-10-13 David Coupier

We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…

综合数学 · 数学 2023-12-25 Hiroki Yagisita

In this paper, we give quantitative bounds on the $f$-total variation distance from convergence of an Harris recurrent Markov chain on an arbitrary under drift and minorisation conditions implying ergodicity at a sub-geometric rate. These…

概率论 · 数学 2007-05-23 Randal Douc , Eric Moulines , Philippe Soulier

We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

概率论 · 数学 2026-05-15 Léo Daures

The purpose of this paper is to establish mixing rates for infinite measure preserving almost Anosov diffeomorphisms on the two-dimensional torus. The main task is to establish regular variation of the tails of the first return time to the…

动力系统 · 数学 2018-01-16 Henk Bruin , Dalia Terhesiu

For a dynamical system, we study the set of points $\cal W$ whose orbit approximates any chosen point at certain specified rates. Our basic setting is that of left shift acting on topological Markov chains endowed with a local weak Gibbs…

动力系统 · 数学 2016-06-09 María Victoria Melián Pérez

We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…

概率论 · 数学 2010-11-11 Aldéric Joulin , Yann Ollivier