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Reduction of absorbing Markov chain

Mariusz Górajski (2009)

Annales UMCS, Mathematica

In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on the initial...

Reinforced walk on graphs and neural networks

Józef Myjak, Ryszard Rudnicki (2008)

Studia Mathematica

A directed-edge-reinforced random walk on graphs is considered. Criteria for the walk to end up in a limit cycle are given. Asymptotic stability of some neural networks is shown.

Robust mixing.

Ganapathy, Murali (2007)

Electronic Journal of Probability [electronic only]

Sampling the Fermi statistics and other conditional product measures

A. Gaudillière, J. Reygner (2011)

Annales de l'I.H.P. Probabilités et statistiques

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term km ln k for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous)...

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