相关论文: On some mixing properties of copula-based Markov c…
We explore a simple mathematical model of network computation, based on Markov chains. Similar models apply to a broad range of computational phenomena, arising in networks of computers, as well as in genetic, and neural nets, in social…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
In this manuscript, new algebraic and analytic aspects of the orthogonal polynomials satisfying $R_{II}$ type recurrence relation given by \begin{align*} \mathcal{P}_{n+1}(x) = (x-c_n)\mathcal{P}_n(x)-\lambda_n…
We investigate the complexity of covariance matrix estimation for Gibbs distributions based on dependent samples from a Markov chain. We show that when $\pi$ satisfies a Poincar\'e inequality and the chain possesses a spectral gap, we can…
We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of…
This paper provides a unified framework connecting dynamical systems with tools from topological data analysis and geometric topology and inspires new interactions among dynamical systems, topology, and nonlinear analysis. To this end, we…
The main purpose of this work is to study self-similar branching Markov chains. First we will construct such a process. Then we will establish certain Limit Theorems using the theory of self-similar Markov processes.
Adding to the long standing "rho-pi puzzle" in psi(3686) and J/psi decays, recently BES reported the branching ratio of psi(3686) -> Kshort Klong which is enhanced relative to the pQCD " 12% rule" expectation from the branching ratio of…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
Substitution Markov chains have been introduced [7] as a new model to describe molecular evolution. In this note, we study the associated Martin boundaries from a probabilistic and topological viewpoint. An example is given that, although…
In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be…
We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…
Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theory due to numerous applications. Recently, Christian Genest…
This survey is an in-depth development of the theoretical aspects of the method of Evolving Sets, a method which has been used in several of my papers. It is fairly esoteric as to a large degree it stems from my efforts to ascertain whether…
We presented in \cite{bl2,bl7} an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets.…
We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…
Partially exchangeable sequences representable as mixtures of Markov chains are completely specified by de Finetti's mixing measure. The paper characterizes, in terms of a subclass of hidden Markov models, the partially exchangeable…
Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…