相关论文: Viterbi Sequences and Polytopes

The asymptotic probability theory of conjugacy classes of the finite general linear and unitary groups leads to a probability measure on the set of all partitions of natural numbers. A simple method of understanding these measures in terms…

We study a class of stochastic models of mass transport on discrete vertex set $V$. For these models, a one-parameter family of homogeneous product measures $\otimes_{i\in V} \nu_\theta$ is reversible. We prove that the set of mixtures of…

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

In this work we are interested in the Demyanov--Ryabova conjecture for a finite family of polytopes. The conjecture asserts that after a finite number of iterations (successive dualizations), either a 1-cycle or a 2-cycle eventually comes…

Information geometry of Markov chains has been studied using the dually flat structure of the space of transition probabilities. Although applications of this structure have been investigated, few attempts have examined its statistical…

A classical random walk $(S_t, t\in\mathbb{N})$ is defined by $S_t:=\displaystyle\sum_{n=0}^t X_n$, where $(X_n)$ are i.i.d. When the increments $(X_n)_{n\in\mathbb{N}}$ are a one-order Markov chain, a short memory is introduced in the…

We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…

We study the periods of Markov sequences, which are derived from the continued fraction expression of elements in the Markov spectrum. This spectrum is the set of minimal values of indefinite binary quadratic forms that are specially…

We characterize the atomic probability measure on $\mathbb{R}^d$ which having a finite number of atoms. We further prove that the Jacobi sequences associated to the multiple Hermite (resp. Laguerre, resp. Jacobi) orthogonal polynomials are…

We consider a Markov chain on non-negative integer arrays of a given shape (and satisfying certain constraints) which is closely related to fundamental $SL(r+1,\mathbb{R})$ Whittaker functions and the Toda lattice. In the index zero case…

We revisit the symbolic verification of Markov chains with respect to finite horizon reachability properties. The prevalent approach iteratively computes step-bounded state reachability probabilities. By contrast, recent advances in…

We study the discrete and continuous versions of the Markus- Yamabe Conjecture for polynomial vector fields in R^n (especially when n = 3) of the form X = \lambda I+H where \lambda is a real number, I the identity map, and H a map with…

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

We introduce block Markov chains (BMCs) indexed by an infinite rooted tree. It turns out that BMCs define a new class of tree-indexed Markovian processes. We clarify the structure of BMCs in connection with Markov chains (MCs) and Markov…

We analyze the absolute spectral gap of Markov chains on graphs obtained from a cycle of $n$ vertices and perturbed only at approximately $n^{1/\rho}$ random locations with an appropriate, possibly sparse, interconnection structure.…

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Variable-length Markov chains on finite quivers provide a natural framework for context-dependent stochastic growth under incidence constraints. I study quiver-valued variable-length Markov chains observed through finite boundary windows…

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

In the United States, regions are frequently divided into districts for the purpose of electing representatives. How the districts are drawn can affect who's elected, and drawing districts to give an advantage to a certain group is known as…

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…