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Double coset Markov chains [PDF]

open access: yesForum of Mathematics, Sigma, 2023
Let G be a finite group. Let $H, K$ be subgroups of G and $H \backslash G / K$ the double coset space. If Q is a probability on G which is constant on conjugacy classes ( $Q(s^{-1} t s) = Q(t)$ ), then the random walk driven by Q on G ...
Persi Diaconis   +2 more
doaj   +2 more sources

Mixing Times of Markov Chains on Degree Constrained Orientations of Planar Graphs [PDF]

open access: yesDiscrete Mathematics & Theoretical Computer Science, 2017
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 $\alpha$.
Stefan Felsner, Daniel Heldt
doaj   +3 more sources

On three methods for bounding the rate of convergence for some continuous–time Markov chains

open access: yesInternational Journal of Applied Mathematics and Computer Science, 2020
Consideration is given to three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains.
Zeifman Alexander   +5 more
doaj   +2 more sources

Observer-Based Controller Design for a Class of Nonlinear Networked Control Systems with Random Time-Delays Modeled by Markov Chains

open access: yesJournal of Control Science and Engineering, 2017
This paper investigates the observer-based controller design problem for a class of nonlinear networked control systems with random time-delays. The nonlinearity is assumed to satisfy a global Lipschitz condition and two dependent Markov chains are ...
Yanfeng Wang   +3 more
doaj   +2 more sources

General Markov Chains: Dimension of the Space of Invariant Finitely Additive Measures and Their Ergodicity—Problematic Examples

open access: yesMathematics
This study considers general Markov chains (MCs) with discrete time in an arbitrary phase space. The transition function of the MC generates two operators: T, which acts on the space of measurable functions, and A, which acts on the space of bounded ...
Alexander Zhdanok
doaj   +2 more sources

Contractive coupling rates and curvature lower bounds for Markov chains [PDF]

open access: yesThe Annals of Applied Probability, 2023
Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains.
Francesco Pedrotti
semanticscholar   +1 more source

Stochastic Normalizing Flows for Inverse Problems: a Markov Chains Viewpoint [PDF]

open access: yesSIAM/ASA J. Uncertain. Quantification, 2021
To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic sampling ...
Paul Hagemann   +2 more
semanticscholar   +1 more source

Fast reactions with non-interacting species in stochastic reaction networks

open access: yesMathematical Biosciences and Engineering, 2022
We consider stochastic reaction networks modeled by continuous-time Markov chains. Such reaction networks often contain many reactions, potentially occurring at different time scales, and have unknown parameters (kinetic rates, total amounts). This makes
Linard Hoessly , Carsten Wiuf
doaj   +1 more source

Detection and identification of changes of hidden Markov chains: asymptotic theory

open access: yesStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, 2021
This paper revisits a unified framework of sequential change-point detection and hypothesis testing modeled using hidden Markov chains and develops its asymptotic theory.
Savas Dayanik, K. Yamazaki
semanticscholar   +1 more source

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