Add to ORKGWe consider Markov processes on large state spaces and want to find low-dimensional structure-preser...
AbstractA classical result of Markov chain theory states that if A is primitive and stochastic then ...
We tackle the problem of estimating the mixing time of a Markov chain from a single trajectory of ob...
In this note it is shown how to construct a Markov chain whose sub-dominant eigenvalue does not pred...
We consider a continuous-time, ergodic Markov process on a large continuous or discrete state space...
Nearly uncoupled Markov chains (aka nearly completely decomposable Markov chains) arise in a variety...
Diaconis and others have shown that certain Markov chains exhibit a "cutoff phenomenon" in which, af...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
To Appear in Numerische Mathematik Let $A$ be an irreducible stochastic matrix of the form \[ A = \...
AbstractAn investigation of the asymptotic behavior, for large n, of the quantitiesPx(n<VBr<∞;XVBr=y...
AbstractAn eigentime identity is proved for transient symmetrizable Markov chains. For general Marko...
AbstractWe study the properties of finite ergodic Markov Chains whose transition probability matrix ...
In this letter we announce rigorous results that elucidate the relation between metastable and low-l...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
34 pagesInternational audienceThis paper gives a stochastic representation in spectral terms for the...
We consider Markov processes on large state spaces and want to find low-dimensional structure-preser...
AbstractA classical result of Markov chain theory states that if A is primitive and stochastic then ...
We tackle the problem of estimating the mixing time of a Markov chain from a single trajectory of ob...
In this note it is shown how to construct a Markov chain whose sub-dominant eigenvalue does not pred...
We consider a continuous-time, ergodic Markov process on a large continuous or discrete state space...
Nearly uncoupled Markov chains (aka nearly completely decomposable Markov chains) arise in a variety...
Diaconis and others have shown that certain Markov chains exhibit a "cutoff phenomenon" in which, af...
AbstractFor finite Markov chains the eigenvalues of P can be used to characterize the chain and also...
To Appear in Numerische Mathematik Let $A$ be an irreducible stochastic matrix of the form \[ A = \...
AbstractAn investigation of the asymptotic behavior, for large n, of the quantitiesPx(n<VBr<∞;XVBr=y...
AbstractAn eigentime identity is proved for transient symmetrizable Markov chains. For general Marko...
AbstractWe study the properties of finite ergodic Markov Chains whose transition probability matrix ...
In this letter we announce rigorous results that elucidate the relation between metastable and low-l...
AbstractLet X(t) be a nonhomogeneous continuous-time Markov chain. Suppose that the intensity matric...
34 pagesInternational audienceThis paper gives a stochastic representation in spectral terms for the...
We consider Markov processes on large state spaces and want to find low-dimensional structure-preser...
AbstractA classical result of Markov chain theory states that if A is primitive and stochastic then ...
We tackle the problem of estimating the mixing time of a Markov chain from a single trajectory of ob...