相关论文: Discrete Capacity and Higher-order Differences of …

We study the class structure of finite-alphabet Markov chains with arbitrary memory length. To capture the structural constraints induced by prohibited transitions, we introduce the skeleton of a higher-order transition kernel, defined as a…

We consider spin systems between a finite number $N$ of "species" or "phases" partitioning a cubic lattice $\mathbb{Z}^d$. We suppose that interactions between points of the same phase are coercive, while between point of different phases…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Let us consider a homogeneous Markov chain with discrete time and with a finite set of states $E_0,\ldots,E_n$ such that the state $E_0$ is absorbing, states $E_1,\ldots,E_n$ are nonrecurrent. The goal of this work is to study frequencies…

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…

Nonlinear Markov chains with finite state space have been introduced in Kolokoltsov (2010). The characteristic property of these processes is that the transition probabilities do not only depend on the state, but also on the distribution of…

Finite-state dimension quantifies the asymptotic rate of information in an infinite sequence as perceived by finite automata. For a fixed alphabet, the infinite sequences that have maximal finite-state dimension are exactly those that are…

A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…

Variable-length Markov chains on finite quivers provide a natural framework for context-dependent stochastic growth under incidence constraints. I study quiver-valued variable-length Markov chains observed through finite boundary windows…

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This is done by considering as basic uncertainty models the so-called credal sets that…

A method of constructing Markov chains on finite state spaces is provided. The chain is specified by three constraints: stationarity, dependence and marginal distributions. The generalized Pythagorean theorem in information geometry plays a…

In this paper, we propose an approach to obtain reduced-order models of Markov chains. Our approach is composed of two information-theoretic processes. The first is a means of comparing pairs of stationary chains on different state spaces,…

We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax…

A block Markov chain is a Markov chain whose state space can be partitioned into a finite number of clusters such that the transition probabilities only depend on the clusters. Block Markov chains thus serve as a model for Markov chains…

In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…

We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this service process can represent various service…

We consider the first-order theory of random variables with the probabilistic independence relation, which concerns statements consisting of random variables, the probabilistic independence symbol, logical operators, and existential and…

The dynamics of dissipative many-body quantum systems sometimes admit an emergent classical description in terms of a Markov chain even though the corresponding state space contains highly entangled states. In particular, a bad-cavity laser…

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…