相关论文: A note on faithful coupling of Markov chains

A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish…

A {\it stuck knot} is a knot diagram containing designated crossings, called {\it stuck crossings}, whose incident strands are required to remain locally non-separable. These rigidity constraints restrict the allowable ambient isotopies and…

We prove that there is a knot $K$ transverse to $\xi_{std}$, the tight contact structure of $S^3$, such that every contact 3-manifold $(M, \xi)$ can be obtained as a contact covering branched along $K$. By contact covering we mean a map…

It is shown that transient graphs for the simple random walk do not admit a nearest neighbor transient Markov chain (not necessarily a reversible one), that crosses all edges with positive probability, while there is such chain for the…

Gauge coupling unification misleads infrared observers if new gauge bosons do not simultaneously come into the spectrum. Though easy to engineer in gauge theory, the situation in string theory is nuanced, due to moduli dependence. We study…

Discovered in the context of card shuffling by Aldous, Diaconis and Shahshahani, the cutoff phenomenon has since then been established in a variety of Markov chains. However, proving cutoff remains a delicate affair, which requires a…

In a certain strong coupling limit, compactification of the $E_8\times E_8$ heterotic string on a Calabi-Yau manifold $X$ can be described by an eleven-dimensional theory compactified on $X\times \S^1/\Z_2$. In this limit, the usual…

It was shown by the authors that two one-dimensional probability measures in the convex order admit a martingale coupling with respect to which the integral of $\vert x-y\vert$ is smaller than twice their $\mathcal W_1$-distance…

A space Y is called an extension of a space X if Y contains X as a dense subspace. An extension Y of X is called a one-point extension if Y-X is a singleton. Compact extensions are called compactifications and connected extensions are…

The embedding problem of Markov transition matrices into continuous-time Markov semigroups is a classic problem that regained a lot of impetus and activities in recent years. We consider it here for the following generalisation of the…

Given a description of the stacking statistics of layered close-packed structures in the form of a hidden Markov model, we develop analytical expressions for the pairwise correlation functions between the layers. These may be calculated…

We show how to combine Fourier analysis with coupling arguments to bound the mixing times of a variety of Markov chains. The mixing time is the number of steps a Markov chain takes to approach its equilibrium distribution. One application…

The paper is concerned with approximating the distribution of a sum W of n integer valued random variables Y_i, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson…

We develop continuous time Markov chain (CTMC) approximation of one-dimensional diffusions with a lower sticky boundary. Approximate solutions to the action of the Feynman-Kac operator associated with a sticky diffusion and first passage…

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

A stable-like Markov chain is a time-homogeneous Markov chain on the real line with the transition kernel $p(x,dy)=f_x(y-x)dy$, where the density functions $f_x(y)$, for large $|y|$, have a power-law decay with exponent $\alpha(x)+1$, where…

We use the $f-divergence$ also called relative entropy as a measure of diversity between probability densities and review its basic properties. In the sequence we define a few objects which capture relevant information from the sample of a…

Let $M_p(X,T)$ denote the Markov type $p$ constant at time $T$ of a metric space $X$, where $p \ge 1$. We show that $M_p(Y,T) \le M_p(X,T)$ in each of the following cases: (a)$X$ and $Y$ are geodesic spaces and $Y$ is covered by $X$ via a…

Consider a discrete time Markov chain with rather general state space which has an invariant probability measure $\mu$. There are several sufficient conditions in the literature which guarantee convergence of all or $\mu$-almost all…

Couplings play a central role in the analysis of Markov chain convergence and in the construction of novel Markov chain Monte Carlo estimators, diagnostics, and variance reduction techniques. The set of possible couplings is often…