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We provide new upper bounds for mixing times of general finite Markov chains. We use these bounds to show that the total variation mixing time is robust under rough isometry for bounded degree graphs that are roughly isometric to trees.

概率论 · 数学 2017-12-06 Louigi Addario-Berry , Matthew I. Roberts

We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…

概率论 · 数学 2018-08-14 Mohamed El Machkouri , Adam Jakubowski , Dalibor Volný

We study finite-time spectral rigidity in reversible Markov chains via exact spectral relaxation dynamics. While the underlying identities follow classically from self-adjointness on $L^2(\pi)$, organizing the dynamics around the relaxation…

概率论 · 数学 2026-05-19 Qiao Wang

We study the top Lyapunov exponent of a product of random $2 \times 2$ matrices appearing in the analysis of several statistical mechanical models with disorder, extending a previous treatment of the critical case (Giacomin and Greenblatt,…

Sufficient conditions are provided under which the log-likelihood ratio test statistic fails to have a limiting chi-squared distribution under the null hypothesis when testing between one and two components under a general two-component…

统计理论 · 数学 2021-11-25 Matthew Fitzpatrick , Michael I. Stewart

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

统计理论 · 数学 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

Multiple dynamic pathways always exist in biological networks, but their robustness against internal fluctuations and relative stability have not been well recognized and carefully analyzed yet. Here we try to address these issues through…

分子网络 · 定量生物学 2015-11-27 Yongyi Guo , Zhiyi You , Min Qian , Hao Ge

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

机器学习 · 计算机科学 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

We establish universal modified log-Sobolev inequalities for reversible Markov chains on the boolean lattice $\{0,1\}^n$, under the only assumption that the invariant law $\pi$ satisfies a form of negative dependence known as the stochastic…

概率论 · 数学 2020-02-28 Jonathan Hermon , Justin Salez

Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

概率论 · 数学 2023-09-27 Raphael Erb

Sr$_{2}$RuO$_{4}$ is one of the most promising candidates of a topological superconductor with broken time-reversal symmetry, because a number of experiments have revealed evidences for a spin-triplet chiral $p$-wave superconductivity. In…

We propose a definition of the running coupling constant in a SU(2) lattice gauge theory with twisted boundary conditions. It is based on the correlation of Polyakov loops extended in a twisted direction at a distance which is a fixed…

高能物理 - 格点 · 物理学 2009-10-22 G. M. de Divitiis , R. Frezzotti , M. Guagnelli , R. Petronzio

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

概率论 · 数学 2019-03-05 Thomas Sauerwald , Luca Zanetti

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…

机器学习 · 计算机科学 2018-09-25 Yanjun Han , Jiantao Jiao , Chuan-Zheng Lee , Tsachy Weissman , Yihong Wu , Tiancheng Yu

We provide conditions that classify cover times for sequences of random walks on random graphs into two types: One type (Type 1) is the class of cover times that are of the order of the maximal hitting times scaled by the logarithm of the…

概率论 · 数学 2015-11-03 Yoshihiro Abe

This paper considers space homogenous Boltzmann kinetic equations in dimension $d$ with Maxwell collisions (and without Grad's cut-off). An explicit Markov coupling of the associated conservative (Nanbu) stochastic $N$-particle system is…

偏微分方程分析 · 数学 2014-02-24 Mathias Rousset

This paper introduces a new regularized version of the robust $\tau$-regression estimator for analyzing high-dimensional datasets subject to gross contamination in the response variables and covariates. The resulting estimator, termed…

机器学习 · 统计学 2025-04-30 Emadaldin Mozafari-Majd , Visa Koivunen

This paper will provide several classes of strictly stationary, countable-state, irreducible, aperiodic Markov chains that are reversible and have finite second moments, such that the central limit theorem fails to hold. The main purpose is…

概率论 · 数学 2026-03-11 Richard C. Bradley

We prove the first Chernoff-Hoeffding bounds for general nonreversible finite-state Markov chains based on the standard L_1 (variation distance) mixing-time of the chain. Specifically, consider an ergodic Markov chain M and a weight…

概率论 · 数学 2012-01-31 Kai-Min Chung , Henry Lam , Zhenming Liu , Michael Mitzenmacher

The research reveals the existence of a constant characteristic time of preparatory micro-structural processes before the onset of macro-failure at various high loading rates of brittle and quasi-brittle materials. The presence of this…

材料科学 · 物理学 2023-01-23 Ivan Smirnov