相关论文: Stochastic adding machines based on Bratteli diagr…

We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such trees. These imprecise probability trees can be seen as…

Markov chains are used to give a purely probabilistic way of understanding the conjugacy classes of the finite symplectic and orthogonal groups in odd characteristic. As a corollary of these methods one obtains a probabilistic proof of…

We consider the Topological String/Spectral theory duality on toric Calabi-Yau threefolds obtained from the resolution of the cone over the $Y^{N,0}$ singularity. Assuming Kyiv formula, we demonstrate this duality in a special regime thanks…

We consider positive, integral-preserving linear operators acting on $L^1$ space, known as stochastic operators or Markov operators. We show that, on finite-dimensional spaces, any stochastic operator can be approximated by a sequence of…

In the first part of this manuscript a relationship between the spectrum of self-adjoint operator matrices and the spectra of their diagonal entries is found. This leads to enclosures for spectral points and in particular, enclosures for…

This paper establishes a relation between scale-free networks and Markov chains, and proposes a computation framework for degree distributions of scale-free networks. We first find that, under the BA model, the degree evolution of…

In AC electrical systems, the power depends on the real power (P) due to resistive elements and the reactive power (Q) due to the inductive and capacitive elements, which are commonly studied by using phasor and scalar methods. Thus, this…

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Building upon the rule-algebraic stochastic mechanics framework, we present new results on the relationship of stochastic rewriting systems described in terms of continuous-time Markov chains, their embedded discrete-time Markov chains and…

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Recently Dutta and Bhattacharya (2013) introduced a novel Markov Chain Monte Carlo methodology that can simultaneously update all the components of high dimensional parameters using simple deterministic transformations of a one-dimensional…

A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…

Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…

We investigate approximations of the vertex coupling on a star-shaped graph by families of operators with singularly scaled rank-one interactions. We find a family of vertex couplings, generalizing the $\delta'$-interaction on the line, and…

We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…

We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$. The set of $\alpha$-orientations of a plane graph has a…

We consider a class of functions for which the multiple Stratonovich stochastic integral or equivalent iterated Stratonovich stochastic integral with square integrable weights is defined by the orthogonal expansion. The equality of the…

The research on spectral inequalities for discrete Schrodinger Operators has proved fruitful in the last decade. Indeed, several authors analysed the operator's canonical relation to a tridiagonal Jacobi matrix operator. In this paper, we…

Consider a compact metric space $S$ and a pair $(j,k)$ with $k \ge 2$ and $1 \le j \le k$. For any probability distribution $\theta \in P(S)$, define a Markov chain on $S$ by: from state $s$, take $k$ i.i.d. ($\theta$) samples, and jump to…

Using recursion formulas for vertex operator algebra higher genus characters with formal parameters identified with local coordinates around marked points on a Riemann surface of arbitrary genus, we introduce the notion of a vertex operator…