Mixing times with applications to perturbed Markov chains

A measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete time Markov chain is considered. The statistic , where {π_j} is the stationary distribution and m_ij is the mean first passage time from state i to state j of the Markov chain, is shown to be independent of the initial state i (so that η_i = η for all i), is minimal in the case of a periodic chain, yet can be arbitrarily large in a variety of situations. An application considering the effects perturbations of the transition probabilities have on the stationary distributions of Markov chains leads to a new bound, involving η, for the 1-norm of the difference between the stationary probability vectors of the original and the perturbed chain. When η is large the stationary distribution of the Markov chain is very sensitive to perturbations of the transition probabilities.     

The limits in\bar d of multi-step Markov chainsof multi-step Markov chains

The of the class of multi-step Markov chains is shown to consist of all direct products of Bernoulli processes with processes of rational pure point spectrum. The class of processes that are approached in by their canonical multi-step Markov approximations is also studied. It is found to be strictly smaller than the former class, dense in it, and characterized within it by a certain (noninvariant) property of its rotation factors.     

The Invariance Principle for p-θ^→ Chain

There are two parts in this paper. In the first part we construct the Markov chain in random environment（MCRE）, the skew product Markov chain and p-θ^→ chain from a random transition matrix and a two-dimensional probability distribution, and in the second part we prove that the invarianee principle for p-θ^→ chain, a more complex non-homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.     

Change-point Estimation of a Mean Shift in Moving-average Processes Under Dependence Assumptions

In this paper we discuss the least-square estimator of the unknown change point in a mean shift for moving-average processes of ALNQD sequence. The consistency and the rate of convergence for the estimated change point are established. The asymptotic distribution for the change point estimator is obtained. The results are also true for ρ-mixing, φ-mixing, α-mixing sequences under suitable conditions. These results extend those of Bai, who studied the mean shift point of a linear process of i.i.d, variables, and the condition ∑j=0^∞j｜aj｜ 〈 ∞ in Bai is weakened to ∑j=0^∞｜aj｜〈∞.     

On the convergence of averages of mixing sequences

We construct an absolutely regular stationary random sequence which is an instantaneous bounded function of an aperiodic recurrent Markov chain with a countable state space, such that the large deviation principle fails for the arithmetic means of the sequence, while the exponential convergence holds. We also show that exponential convergence holds for the arithmetic means of a vector valued strictly stationary bounded -mixing sequence.     

Fuzzy Markov Chains and Decision-Making

Decision-making in an environment of uncertainty and imprecision for real-world problems is a complex task. In this paper it is introduced general finite state fuzzy Markov chains that have a finite convergence to a stationary (may be periodic) solution. The Cesaro average and the -potential for fuzzy Markov chains are defined, then it is shown that the relationship between them corresponds to the Blackwell formula in the classical theory of Markov decision processes. Furthermore, it is pointed out that recurrency does not necessarily imply ergodicity. However, if a fuzzy Markov chain is ergodic, then the rows of its ergodic projection equal the greatest eigen fuzzy set of the transition matrix. Then, the fuzzy Markov chain is shown to be a robust system with respect to small perturbations of the transition matrix, which is not the case for the classical probabilistic Markov chains. Fuzzy Markov decision processes are finally introduced and discussed.     

The structure of idempotent residuated chains

In this paper we study some special residuated lattices, namely, idempotent residuated chains. After giving some properties of Green’s relation on the monoid reduct of an idempotent residuated chain, we establish a structure theorem for idempotent residuated chains. As an application, we give necessary and sufficient conditions for a band with an identity to be the monoid reduct of some idempotent residuated chain. Finally, based on the structure theorem for idempotent residuated chains, we obtain some characterizations of subdirectly irreducible, simple and strictly simple idempotent residuated chains. This work is supported by a grant of NSF, China # 10471112 and a grant of Shaanxi Provincial Natural Science Foundation # 2005A15.     

马氏链平稳分布存在与唯一性的简洁证明与计算

本文考虑可数状态离散时间齐次马氏链平稳分布的存在与唯一性.放弃以往大多数文献中要求马氏链是不可约,正常返且非周期(即遍历)的条件,本文仅需要马氏链是不可约和正常返的(但可能是周期的,因而可能是非遍历的).在此较弱的条件下,本文不仅给出了平稳分布存在与唯一性的简洁证明,而且还给出了平稳分布的计算方法.     

A rate of convergence for the set compound estimation in a family of certain retracted distributions

Summary This paper is concerned with the set compound squared-error loss estimation problem. Here, the author obtains Lévy consistent estimate of the empiric distributionG _n of the parameters θ₁,...,θ_n for a more general family of retracted distributions on the interval [θ, θ+1) than the uniform on [θ, θ+1) as in R. Fox (1970,Ann. Math. Statist.,41, 1845–1852; 1978,Ann. Statist.,6, 846–853) and exhibits a decision procedure based on with a convergence rateO((n ⁻¹ logn)^1/4) for the mofified regret uniformly in (θ₁, θ₂, ..., θ_n ∈ Ωⁿ with bounded Ω. The author also gives a counterexample to the convergence of the modified regret for Ω=(−∞, ∞). This is part of the author's Ph. D. Thesis at Michigan State University.     

Perturbations of countable Markov chains and processes

IfP is a transition matrix of a Markov chain, and is derived by perturbing the elements ofP, then we find conditions such that is also positive recurrent whenP is, and relate the invariant probability measures for the two. Similar results are found for recurrence of chains, and the methods then yield analogues for continuous time processes also. CSIRO     

Linear connections of a framed distribution of hyperplane elements in conformal space

We study the geometry of affine and normal connections induced by a complete normalization of mutually orthogonal distributions $ \mathcal{M} We study the geometry of affine and normal connections induced by a complete normalization of mutually orthogonal distributions and in conformal space C _n , where is a distribution of hyperplane elements, and is a distribution of line elements. We consider invariant fields of pencils that are parallel with respect to the normal connection along any curve belonging to the distribution . Original Russian Text ? A.M. Matveeva, 2008, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2008, No. 7, pp. 79–84.     

Application des inequations quasi-variationnelles a quelques problemes non lineaires de la physique des plasmas

This paper deals with some problems arising in plasma physics. The typical example is the following: where is the (neither local, nor monotone, nor continuous) operator: . Using a quasi-variational approach, we prove the existence of minimal and maximal solutions for a weak form of this problem, involving a multi-valued operator β. Various generalizations are treated.      

The ergodic theory of Markov chains in random environments

Summary A general formulation of the stochastic model for a Markov chain in a random environment is given, including an analysis of the dependence relations between the environmental process and the controlled Markov chain, in particular the problem of feedback. Assuming stationary environments, the ergodic theory of Markov processes is applied to give conditions for the existence of finite invariant measure (equilibrium distributions) and to obtain ergodic theorems, which provide results on convergence of products of random stochastic matrices. Coupling theory is used to obtain results on direct convergence of these products and the structure of the tail -field. State properties including classification and communication properties are discussed.     

Compactness of minimal closed invariant sets of actions of unipotent groups

Let G be a connected Lie group, let Γ be a lattice in G, and let be a unipotent subgroup of G. It is proved that, for the natural action of on G/Γ, every minimal closed -invariant subset is compact. Dedicated to Professor Jacques Tits on the occasion of his sixtieth birthday     

The maximal Fejér operator on real Hardy spaces

We prove that the maximal Fej'er operator is not bounded on the real Hardy spaces H ¹, which may be considered over and . We also draw corollaries for the corresponding Hardy spaces over ² and ². This revised version was published online in August 2006 with corrections to the Cover Date.     

SOME ENDPOINT ESTIMATES FOR COMMUTATORS OF θ-TYPE CALDERON-ZYGMUND OPERATORS

In this note, the authors prove that the commutator generated by θ-type Calderón-Zygmund operator T and a Lipschitz function is bounded from L ^p (R ⁿ ) into (R ⁿ ) and also maps from (R ⁿ ) into BMO (R ⁿ ). Supported by NSFC(10571014), NSFC(10571156), the Doctor Foundation of Jxnu (2443), the Natural Science Foundation of Jiangxi province(2008GZS0051).     

More on Bounding Introspection in Modal Nonmonotonic Logics

Abstract By we denote the set of all propositional formulas. Let be the set of all clauses. Define . In Sec. 2 of this paper we prove that for normal modal logics , the notions of -expansions and -expansions coincide. In Sec. 3, we prove that if I consists of default clauses then the notions of -expansions for I and -expansions for I coincide. To this end, we first show, in Sec. 3, that the notion of -expansions for I is the same as that of -expansions for I. The project is supported by NSFC     

Quasi-reflection algebras and cyclotomic associators

We develop a cyclotomic analogue of the theory of associators. Using a trigonometric version of the universal KZ equations, we prove the formality of a morphism , where B _n ¹ is a braid group of type B. The formality isomorphism depends algebraically on a series Ψ_KZ, the “KZ pseudotwist”. We study the scheme of pseudotwists and show that it is a torsor under a group GTM(N, k), mapping to Drinfeld’s group GT(k), and whose Lie algebra is isomorphic to its associated graded (N, k). We prove that Ihara’s subgroup GTK of the Grothendieck–Teichmüller group, defined using distribution relations, in fact coincides with it. We show that the subscheme of pseudotwists satisfying distribution relations is a subtorsor. We study the corresponding analogue (N, k) of (N, k); it is a graded Lie algebra with an action of , and we give a lower bound for the character of its space of generators.      

A classification of invariant distributions and convergence of imprecise Markov chains

We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing and preserving the whole probability mass of the chain. These classes generalise the essential classes known from the classical theory. We then define a class of extremal imprecise invariant distributions and show that they are uniquely determined by the values of the upper probability on minimal permanent classes. Moreover, we give conditions for unique convergence to these extremal invariant distributions.     

Commutation relations and Markov chains

It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions whose stationary distribution is the Ewens distribution, and some birth–death chains.