The tag has no usage guidance.

learn more… | top users | synonyms

65
votes
3answers
3k views

Gromov's list of 7 constructions in differential topology

At the 2010 Clay Research Conference, Gromov explained that we know of only 7 different methods for constructing smooth manifolds. Working from memory, and hence not necessarily respecting the order ...
36
votes
7answers
3k views

Deep Learning / Deep neural nets for mathematician

I am interested in finding out the math ideas behind the technologies that are under the umbrella of "Deep Learning" or "Deep neural nets". Most of the papers/books that are often quoted in ...
16
votes
9answers
2k views

How can I generate random permutations of [n] with k cycles, where k is much larger than log n?

I've been thinking a lot lately about random permutations. It's well-known that the mean and variance of the number of cycles of a permutation chosen uniformly at random from Sn are both ...
15
votes
5answers
3k views

Where to publish a paper on the Mafia game?

I wrote a research paper "A mathematical model of the Mafia game" (arXiv:1009.1031 [math.PR]). However, I do not know where to publish it. As an undergraduate studying majorly physics, I have little ...
14
votes
4answers
947 views

Eigenvectors of a particular transition matrix

I am considering a Markov chain with $n$ states with a particularly nice structure. The transition matrix is as follows: \begin{equation}\mathbf{P}=\begin{pmatrix} 0 & 0& \dots&0 & 0 ...
14
votes
1answer
645 views

Convexity of spectral radius of Markov operators, Random walks on non-amenable groups

Let $P_1,P_2$ denote stochastic transition matrices on a countable set $I$. Consider $P_1,P_2$ as operators on $\ell^2(I)$ given by multiplication. Question Under which conditions can we show that ...
13
votes
3answers
1k views

Markov chain on Groups

Let $G$ be a permutation group on the finite set $\Omega$. Consider the Markov chain where you start with an element $\alpha \in \Omega$ chosen from some arbitrary starting probability distribution. ...
13
votes
2answers
1k views

Random walk is to diffusion as self-avoiding random walk is to …?

One can view a random walk as a discrete process whose continuous analog is diffusion. For example, discretizing the heat diffusion equation (in both time and space) leads to random walks. Is there a ...
13
votes
0answers
717 views

representation theoretic interpretation of Jack polynomials

Monomial symmetric polynomials on $n$ variables $x_1, \ldots x_n$ form a natural basis of the space $\mathcal{S}_n$ of symmetric polynomials on $n$ variables and are defined by additive symmetrization ...
13
votes
0answers
725 views

Diagonalizing some matrices arising from Fourier transform on $S_n$.

Consider the function $f$ on $S_n$ which equals $1/n$ on all adjacent transpositions $(i,i+1)$, where we let $n+1 = 1$, and $0$ otherwise, and its Fourier transform $\hat{f}(\rho)$ evaluated at the ...
12
votes
2answers
6k views

Solving a Rubik's cube via a series of randomly selected (quarter-turn) Singmaster moves

In July of 2010, Tomas Rokicki, Herbert Kociemba, Morley Davidson, and John Dethridge demonstrated (computationally) that a 3x3x3 Rubik's cube, starting in an arbitrary configuration, can strictly be ...
12
votes
1answer
509 views

Random walk origin return monotinicity

Consider a Markov chain on $\mathbb{Z}^d$ with transition kernel $P$ for adjacent vertices (non-diagonal). Essentially this is a $d$ dimensional random walk with the probability of a transition ...
12
votes
0answers
201 views

Ising model - phase transition vs rapid mixing

Consider a graph $G=(V,E)$ and Ising model on that graph, i.e. configuration space is $\Omega=${$-1,+1$}$^V$ and energy of a configuration $s \in \Omega$ is given by: $H(s) = -\beta \sum_{u \sim ...
11
votes
4answers
2k views

What is the cover time of a random walk on a cube?

I can't quite figure this problem yet. There is an ant at one vertex of a cube. The ant goes from one vertex to another by choosing one of the neighboring vertices uniformly at random. What is the ...
10
votes
1answer
866 views

Different uses of the word “ergodic”

There appear to be two definitions of the word ergodic. The dynamical systems definition says that a measure space $(X,\mathit B, \mu)$ and measure preserving transformation $T: X \mapsto X$ is ...
10
votes
2answers
1k views

Markov chains: invariant measures and explosion

The following seems like such an elementary question, but I didn't get anywhere with it. Suppose you are considering a Markov chain in continuous time which is transient and has an invariant measure ...
9
votes
2answers
1k views

Is this a situation where triple mutual information is always non-negative?

Suppose I have three identically-distributed homogeneous continuous-time discrete state space Markov chains $X_1(t), X_2(t), X_3(t)$, $t\geq 0$. They evolve independently but share a common random ...
8
votes
1answer
574 views

Bounds on $||P^{k+1} - P^k||$ for $n$ by $n$ stochastic matrix $P$ with trace $n-1$ and integer $k>>n$.

The problem: We have a $n$-state Markov chain with arbitrary initial distribution and transition matrix $P$ that is arbitrary except that we know that $P$ has trace $n-1$. Of course $P$ is also a ...
8
votes
1answer
153 views

Equalizing Geometric means of Graph Cycles

Consider a strongly connected directed graph $G$. I have been stuck on the following question: can you assign real numbers in $[0,1]$ to each edge of $G$ so that the geometric mean of all cycles are ...
8
votes
1answer
307 views

Ising model on a cycle

The Ising model on $\mathbb{Z} / 2d\mathbb{Z}$ gives to the configuration $x=(x_0, \ldots, x_{2d-1}) \in \{-1,+1\}^{2d}$ a probability proportional to $\exp\\big(\beta \sum_i x_ix_{i+1} \\big)$. The ...
8
votes
1answer
388 views

Potts model simulation

I was wondering what were the state-of-the-art methods to simulate low temperature configurations of Potts-like models that exhibit a discontinuous phase transition. For models with a continuous phase ...
8
votes
0answers
111 views

Functions between Markov chains that preserve local harmonicity

Given two Markov chains with respective state-spaces $S$ and $T$, say that a function $\phi$ from $S$ to $T$ is holomorphic iff for all states $t \in T$, every real-valued function $f$ on $T$ that is ...
7
votes
1answer
250 views

Existence of Limiting Distribution for Moving Regions in Stat. Phys. Models

As the title (hopefully) suggests, I've been trying to prove (or disprove) the existence of a limiting distribution for a certain projection in a statistical physics model. I'll give the details of ...
7
votes
2answers
341 views

Convergence rate of the convolution of almost uniform measures on $\mathbb{Z}_p$

Statement Given a finite abelian group $G$ and two independent random variables $X,Y$ taking values in $G$ and satisfying $d_{TV}(X,U_G)\leqslant \delta$ and $d_{TV}(Y,U_G)\leqslant \delta$ (where ...
7
votes
1answer
230 views

First Collision Time for k Random Walkers on a Torus

I consider $k$ random walkers on $\mathbb{Z}^{d}/n \mathbb{Z}^{d}$, the $d$-dimensional torus of side length $n$. More precisely, I will define a Markov chain $Z_{t} = (X_{t}[1], \ldots, X_{t}[k])$ ...
7
votes
2answers
306 views

Examples of Slowly Mixing Chains in Statistics

This should probably be community wiki, but I don't know how to set that myself. I'm looking for examples or Markov chains that are used in statistics or statistical physics, and which are known to ...
6
votes
2answers
871 views

Expectation of first positive value in random walk

Let $p$ be a parameter in $]0,1[$. Let $(X_k)_{k\geq 0}$ be an independent, identically distributed sequence of random variables, such that each $X_k$ takes values only in $\lbrace -1, \frac{1-p}{p} ...
6
votes
2answers
573 views

Can ergodic theory help to prove ergodicity of general Markov chain?

I am a beginner in ergodic theory. I have read some lecture notes(such as this and this) about it in hope that I could find something which helps to prove the ergodicity of some Markov chain taking ...
6
votes
1answer
185 views

A family of skew-symmetric matrices corresponding to cycles in graphs

When investigating loops in Markov chains I ran into the following observation. A cycle in a graph $G$ with $n$ vertices may be represented by a matrix $\Gamma \in \mathbb R^{n \times n}$ having the ...
6
votes
2answers
568 views

References for a physicist migrating to stochastic processes

I've studied "Markov Chains" - Norris and "Measure, Integral and Probability" - Capinski, Kopp. Now, I'm looking for a couple of books (or other references) that help me bridging these two topics. ...
6
votes
1answer
318 views

Quasi-stationary distribution for a death process

In the paper, Survival in a quasi-death process by van Doorn and Pollett, the quasi-stationary distribution of a transient CTMC is discussed and QSD for a simple death process is derived. Consider a ...
6
votes
1answer
281 views

Deterministic finite-state automaton driven by a Markov chain

I've stumbled on some problem, and I have the feeling that this is closed to something well-studied in dynamical systems. The problem is the following. Consider a finite-state automaton with state ...
6
votes
1answer
184 views

Finding cohesive (low exit probability) sets in a Markov process

The following is a fact about Markov chains that came up in a game theory paper. The purpose of this question is to ask if related notions or similar results are found elsewhere in probability, or are ...
5
votes
3answers
4k views

Time-inhomogeneous Markov Chains

I'm trying to find out what is known about time-inhomogeneous ergodic Markov Chains where the transition matrix can vary over time. All textbooks and lecture notes I could find initially introduce ...
5
votes
1answer
405 views

Elementary Markov Chain Question

Are any general conditions known on a finite transition nxn matrix that ensure that there exists at least one mth root which is also a transition matrix? It is easy to construct a 3x3 , diagonally ...
5
votes
1answer
417 views

Probability of a set of random vectors over finite field being a spanning set

Suppose I have a set of random vectors $f(a_1, \ldots, a_\ell) := (v_1, \ldots, v_m) \subset F_p^n$, $m \ge n$, given by a matrix valued polynomial function $f$, where the $a_i$'s are independent, ...
5
votes
1answer
310 views

Does every (generalized?) Markov chain admit transition probabilities?

To pose the question let us start by recalling the following notions: Transition Probabilities. A transition probability matrix between two measurable spaces $(S,\mathcal{S})$ and ...
5
votes
2answers
668 views

Is there a way to analytically compute the recurrence time of a finite Markov process?

Let $X_t$ be an ergodic (time-homogeneous) Markov process (in discrete or continuous time) on a finite state space $\{1,\dots,n\}$. Let $T(X_0)$ be the stopping time given by the infimum of times such ...
5
votes
1answer
135 views

Relative vulnerabilities in SIS epidemic model

Consider the SIS model of epidemic spreading. There is a finite graph $G(V,E)$, link infection rates $\lambda_{ij}$ and node recovery rates $\mu_i$. There are a few initial nodes which are infected at ...
5
votes
1answer
972 views

Efficient computation of Markov chain transition probability matrix

Consider a continuous Markov chain $X = (X_t)$ on a finite state space and let $Q$ be the (given) transition rate matrix. This matrix is very sparse, with non-zero values on 3 diagonals only (so from ...
5
votes
0answers
186 views

Maximal inequalities for square of partial sums

Let $S_n = \sum_{i \leq n} X_i$ be the partial sums of a nice sequence of random variables $X_i$. In my application, $X_i$ is a functional of a finite-state, irreducible, aperiodic Markov chain, so ...
4
votes
5answers
430 views

Some questions concerning a random number process

Consider the following Markov process: Start with an integer $N = N_0$. Now repeatedly choose an $N_i$ uniformly at random in the range $[1...N_{i-1}]$ until $N_i = 1$ at which point one terminates ...
4
votes
1answer
326 views

Combinatorial descriptions of the stationary distribution of a Markov chain

When I say "Markov chain" I think of a directed positively weighted (finite) graph, such that the sum of all edges going out of a vertex equals 1. Also I assume that it is aperiodic and irreducible. ...
4
votes
1answer
732 views

A simple problem in markov chains

I'm trying to understand a 1954 paper of Kubo intitled "Note on the stochastic theory of resonance absorption". The specific problem can be stated mathematically as follows: let $X(t)$ be a random ...
4
votes
1answer
375 views

Uniqueness of Gibbs Measure on Ising model

If I understood this correctly, the Gibbs Specification for the Ising model on $ℤ^d$ dos not have a unique Gibbs Measure for β above the critical level. But what about the Ising model on a finite ...
4
votes
3answers
963 views

How to explain “Feller process” to an undergraduate student?

I had to explain in informal terms what a Feller process was, to undergraduate students who understand Markov property, Poisson processes and such. It was easy to define Levy process as generalisation ...
4
votes
3answers
364 views

Invariant measure of Euler-Maruyama Discretisation of an Ito diffusion

Let $(X_t)_{t \geq 0}$ be a diffusion process with dynamics governed by the stochastic differential equation \begin{equation} dX_t = b(X_t)dt + \sigma(X_t)dW_t, ~~ X_0 = x_0, \end{equation} where ...
4
votes
2answers
249 views

Anticoncentration of the convolution of two characteristic functions

Edit: This is a question related to my other post, stated in a much more concrete way I think. I am interested in anything (ideas, references) related to the following problem: Suppose that $A ...
4
votes
2answers
204 views

Regarding Ricci curvature of Markov chains

In Ricci curvature of Markov chains on metric spaces Yann Ollivier, defines a coarse Ricci curvature for a Markov chain with transition kernels $\{m_x\}$ defined on a metric space $(X,d)$ as follows: ...
4
votes
1answer
159 views

Log-likelihood in regime switching

Not sure if this question is too simple to be asked here... In the following paper Cho, Jin Seo, and Halbert White. "Testing for regime switching." Econometrica 75.6 (2007): 1671-1720. doi: ...