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We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

概率论 · 数学 2020-03-17 Yonghua Mao , Yanhong Song

The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…

组合数学 · 数学 2011-10-17 Catherine Greenhill

The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic…

统计力学 · 物理学 2009-11-10 Pedro A. Pury , Manuel O. Caceres

We prove that the absolute spectral gap of any monotone Markov chain coincides with its optimal Ollivier-Ricci curvature, where the word `optimal' refers to the choice of the underlying metric. Moreover, we provide a new expression in terms…

概率论 · 数学 2023-05-09 Justin Salez

A complete one-dimensional scattering of a spinless particle on a time-independent potential barrier is considered. To describe separately transmitted and reflected particles in the corresponding subsets of identical experiments, we…

量子物理 · 物理学 2007-05-23 N. L. Chuprikov

Consider a system of $K$ particles moving on the vertex set of a finite connected graph with at most one particle per vertex. If there is one, the particle at $x$ chooses one of the $\hbox{deg} (x)$ neighbors of its location uniformly at…

概率论 · 数学 2019-06-06 Shiba Biswal , Nicolas Lanchier

We consider a continuous time simple random walk on a subset of the square lattice with wired boundary conditions: the walk transitions at unit edge rate on the graph obtained from the lattice closure of the subset by contracting the…

概率论 · 数学 2024-06-18 Oren Louidor , Santiago Saglietti

The speed of an exhaustive search can be measured by a cover time, which is defined as the time it takes a random searcher to visit every state in some target set. Cover times have been studied in both the physics and probability…

统计力学 · 物理学 2024-07-11 Hyunjoong Kim , Sean D Lawley

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

Reachability and other path-based measures on temporal graphs can be used to understand spread of infection, information, and people in modelled systems. Due to delays and errors in reporting, temporal graphs derived from data are unlikely…

离散数学 · 计算机科学 2025-05-23 Jessica Enright , Laura Larios-Jones , Kitty Meeks , William Pettersson

We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…

最优化与控制 · 数学 2013-12-13 Savas Dayanik , Kazutoshi Yamazaki

It is possible to investigate emergence in many real systems using time-ordered data. However, classical time series analysis is usually conditioned by data accuracy and quantity. A modern method is to map time series onto graphs and study…

生物物理 · 物理学 2023-11-22 Juliane T. Moraes , Silvio C. Ferreira

We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.

概率论 · 数学 2016-06-24 Francesco Manzo , Elisabetta Scoppola

We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…

概率论 · 数学 2017-02-16 Guillaume Copros

We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study the…

概率论 · 数学 2007-11-20 Noga Alon , Chen Avin , Michal Koucky , Gady Kozma , Zvi Lotker , Mark R. Tuttle

Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…

概率论 · 数学 2009-10-05 Lorenz A. Gilch , Sebastian Müller

We make use of matrix representations of completely positive maps in order to study open quantum dynamics on graphs, with emphasis on quantum walks and the associated trajectories obtained via a monitoring of the position. We discuss the…

数学物理 · 物理学 2019-01-08 Carlos F. Lardizabal

We define the hitting (or absorbing) time for the case of continuous quantum walks by measuring the walk at random times, according to a Poisson process with measurement rate $\lambda$. From this definition we derive an explicit formula for…

量子物理 · 物理学 2010-02-11 Martin Varbanov , Hari Krovi , Todd A. Brun

The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…

统计理论 · 数学 2026-02-06 Geoffrey Wolfer , Pierre Alquier

We establish a sharp lower bound on the spectral gap of the biased adjacent-transposition Markov chain on the symmetric group. As a consequence, we resolve a longstanding conjecture of Fill, proving that among all regular probability…

概率论 · 数学 2026-04-08 Gary R. W. Greaves , Haoran Zhu