相关论文: On some mixing properties of copula-based Markov c…
The spectral gap of a Markov chain can be bounded by the spectral gaps of constituent "restriction" chains and a "projection" chain, and the strength of such a bound is the content of various decomposition theorems. In this paper, we…
We analyze quasi-stationary distributions $\{\mu^{\varepsilon}\}_{\varepsilon>0}$ of a family of Markov chains $\{X^{\varepsilon}\}_{\varepsilon>0}$ that are random perturbations of a bounded, continuous map $F:M\to M$, where $M$ is a…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
The curvatures of two-particle energy levels with respect to the enclosed magnetic flux in mesoscopic disordered rings are investigated numerically. We find that the typical value of the curvatures is increased by interactions in the…
There exist many bivariate parametric copulas to model bivariate data with different dependence features. We propose a new bivariate parametric copula family that cannot only handle various dependence patterns that appear in the existing…
We discuss ``cascade mixing", where one particle mixture, say a B0, leads to another, say a K0. A simple analysis is possible in the amplitude approach, which avoids ``collapses of the wavefunction" and is explicitly covariant. Some novel…
For Markov kernels $P$ on a general state space $\mathcal{X}$, we introduce a new class of averaged Markov kernels $P_{da}(G,\nu)$ of $P$ induced by a group $G$ that acts on $\mathcal{X}$ and a probability measure $\nu$ on $G \times G$.…
The question of recurrence and transience of branching Markov chains is more subtle than for ordinary Markov chains; they can be classified in transience, weak recurrence, and strong recurrence. We review criteria for transience and weak…
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…
It is well known that for a strictly stationary, reversible, Harris recurrent Markov chain, the $\rho$-mixing condition is equivalent to geometric ergodicity and to a "spectral gap" condition. In this note, it will be shown with an example…
The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…
We prove that a sum of random matrices generated by a $\psi$-mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This nonasymptotic universality principle enables sharp…
Sewer pipe systems are essential for social and economic welfare. Managing these systems requires robust predictive models for degradation behaviour. This study focuses on probability-based approaches, particularly Markov chains, for their…
Copula models have become popular in different applications, including modeling shocks, in view of their ability to describe better the dependence concepts in stochastic systems. The class of maxmin copulas was recently introduced by…
We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the rate matrix, and analyze the effect of those perturbations on the matrix of first…
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…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
The Markovian dynamics of a qubit is investigated in the scheme of random unitary dynamics, where Kraus operators are changed by an extra noise. The behavior of Markovianity is explored in the perturbed scenario. We provide a new algorithm…