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From Markov chains to Multivariabledigraphs
Yaokun Wu (~�n)Shanghai Jiao Tong University
G2M2Yekaterinburg, July 28, 2017
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
This talk is mainly based on:
• Yaokun Wu, Zeying Xu (ML¤), Yinfeng Zhu (6Û¸), Anexpansion property of Boolean linear maps, The ElectronicJournal of Linear Algebra, 31 (2016) 381–407.
• Yaokun Wu, Zeying Xu, Yinfeng Zhu, Strongly connectedmultivariate digraphs, The Electronic Journal ofCombinatorics, 24(1) (2017) #P1.47, 44 pp.
• Zongchen Chen (�m�), Yaokun Wu, An expansionproperty of Boolean multilinear maps, preprint.
• Chengyang Qian (a§�), Yaokun Wu, Yinfeng Zhu, Somenonexistence results for cyclic decompositions, preprint.
• ...
2 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Markov chain
Figure: Andrey Markov,14 June 1856 – 20 July1922 https://en.wikipedia.org/wiki/Andrey_Markov
A Markov chain is a sequence ofpossible events in which theprobability of every event relieslinearly on the probability of thestates attained in the previousevent.
More generally, for any positiveinteger t, an order-t Markov chainis a sequence of possible events inwhich the probability of each eventdepends multi-linearly on theprobability of the states attained inthe previous t events.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Markov chain, Contd.
Let E = (E1, E2, E3, . . .) be a sequence of random variableswhich take values in a finite state space X. We call E an order-tMarkov chain if it holds
Pr(Em = x : Em−1 = xt, Em−2 = xt−1, . . . , Em−t = x1)
, Ax,xt ,xt−1,...,x1 ,
for all m ≥ t + 1.
For the (t + 1)-dimensional array (tensor) A to represent aprobability transition, we surely have A ≥ 0 and∑
x∈XAx,xt ,xt−1,...,x1 = 1 for all xt, xt−1, . . . , x1 ∈ X.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Markov chain, again
• A finite set: X
• The Kronecker delta function at x ∈ X: δx ∈ RX
• The probability simplex on X:∆X = {p ∈ RX : p ≥ 0,
∑x∈X p(x) = 1}, namely the convex hull
of {δx : x ∈ X}.
• An order-t Markov chain on X: a multilinear mapf : RX × · · · × RX︸ ︷︷ ︸
t
→ RX such that f maps ∆X × · · · × ∆X︸ ︷︷ ︸t
into
∆X.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Markov chain, again, Contd.
• Markov operator for f : the map M f which sends(p(1) ⊗ p(2) ⊗ · · · ⊗ p(t)) ∈ RX × · · · × RX︸ ︷︷ ︸
t
to
p(2) ⊗ p(3) ⊗ . . . ⊗ p(t) ⊗ f (p(1), p(2), . . . , p(t))
• To understand the higher order Markov chain f is to studythe dynamical behaviours of the t-linear map M f from∆X × · · · × ∆X︸ ︷︷ ︸
t
to itself.
• The adjacency tensor for f : A( f ) ∈ RX×···×X as specified byf (δx1 , . . . , δxt ) =
∑xt+1∈XA( f )xt+1,...,x1δxt+1
• The De Bruijn form of f : the weighted digraph Γ f withvertex set Xt and the set of arcs x1 · · · xt → x2 · · · xt+1 withweight A( f )xt+1,...,x1 .
6 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
JOURNAL OF ALGEBRAIC STATISTICSVol. 3, No. 1, 2012, 1-10ISSN 1309-3452 – www.jalgstat.com
Geometry of Higher-Order Markov Chains
Bernd Sturmfels
Department of Mathematics, University of California at Berkeley, Berkeley, CA 94720, USA
Abstract. We determine an explicit Grobner basis, consisting of linear forms and determinantalquadrics, for the prime ideal of Raftery’s mixture transition distribution model for Markov chains.When the states are binary, the corresponding projective variety is a linear space, the model itselfconsists of two simplices in a cross-polytope, and the likelihood function typically has two localmaxima. In the general non-binary case, the model corresponds to a cone over a Segre variety.
2000 Mathematics Subject Classifications: Primary 60J10, 13P25; Secondary 62H05
Key Words and Phrases: Markov chains, Grobner bases, Maximum likelihood
1. Introduction
In this note we investigate Adrian Raftery’s mixture transition distribution model(MTD) from the perspective of algebraic statistics [4, 8]. The MTD model, which wasfirst proposed in [9], has a wide range of applications in engineering and the sciences [10].The article by Berchtold and Raftery [2] offers a detailed introduction and review.
The point of departure for this project was a conjecture due to Donald Richards [11],stating that the likelihood function of an MTD model can have multiple local maxima.We establish this conjecture for the case of binary states in Proposition 1.
Our main result, to be derived in Section 4, gives an explicit Grobner basis for theMTD model. Here, both the sequence length and the number of states are arbitrary.
We begin with an algebraic description of the model in [2, 9]. Fix a pair of positiveintegers l and m, and set N = ml+1 − 1. We define the statistical model MTDl,m whosestate space is the set [m]l+1 of sequences i0i1 · · · il of length l+ 1 over the alphabet [m] ={1, 2, . . . ,m}. The model has (m − 1)m + l − 1 parameters, given by the entries of anm ×m-transition matrix (qij) and a probability distribution λ = (λ1, . . . , λl) on the set[l] = {1, 2, . . . , l} of the hidden states. Thus the parameter space is the product of simplices(∆m−1)m ×∆l−1. The model MTDl,m will be a semialgebraic subset of the simplex ∆N .That simplex has its coordinates pi0i1···il indexed by sequences in [m]l+1.
The model MTDl,m is the image of the bilinear map
φl,m : (∆m−1)m ×∆l−1 → ∆N
Email addresses: [email protected] (B. Sturmfels)
http://www.jalgstat.com/ 1 c© 2012 JAlgStat All rights reserved.
For the order-t Markov chain f , M f is a linear map when t = 1,while M f is in general not any linear map when t > 1!
When t = 1, the dynamical behaviour of M f is quite clear; Whent > 1, the dynamical behaviour of M f is far from understood.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
A simple sample question
QuestionLet f be an order-t Markov chainon a finite set X and letΨ ∈ ∆X × · · · × ∆X︸ ︷︷ ︸
t
. We call
Φ ∈ ∆X × · · · × ∆X︸ ︷︷ ︸t
a history of Ψ in f
provided there exists a positiveinteger n such that Mn
f (Φ) = Ψ.
Is it true that Ψ can only have afinite number of histories?
Figure: http://simplecoffee.ru/ourstory.html
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
A simple sample question, Contd.
When t = 1, the question has a positive answer: Every Markovchain must have a beginning (Loo-Keng Hua (uÛ�), 1984).This also explains that there only exist one-sided Markovchains.
This is claimed to be a result in the folklore (Kai Lai Chung (¨m4), Chance & Choice, World Scientific, 2004).
9 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
A simple sample question, Contd.
When t = 1, the question has a positive answer: Every Markovchain must have a beginning (Loo-Keng Hua (uÛ�), 1984).This also explains that there only exist one-sided Markovchains.
This is claimed to be a result in the folklore (Kai Lai Chung (¨m4), Chance & Choice, World Scientific, 2004).
9 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Inhomogeneous Markov chainLet f and g be two multilinear maps from RX × · · · × RX︸ ︷︷ ︸
t
to RX.
M f Mg is surely still a t-multilinear map:
(M f ◦Mg)(δx1 , . . . , δxt )
= M f(δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)=
(δx3 , . . . , δxt , g(δx1 , . . . , δxt ), f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)The product of A( f ) and A(g) is defined to correspond to thet-linear map which sends (δx1 , . . . , δxt ) to(δx2 , . . . , δxt−1 , f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
).(
A( f )A(g))
xt+2,xt ,...,x1�
∑xt+1∈XA( f )xt+2,xt+1,...,x2A(g)xt+1,xt ,...,x1
Flow of time in the inhomogeneous higher order Markov chaindefines the product of tensors!
10 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Inhomogeneous Markov chainLet f and g be two multilinear maps from RX × · · · × RX︸ ︷︷ ︸
t
to RX.
M f Mg is surely still a t-multilinear map:
(M f ◦Mg)(δx1 , . . . , δxt )
= M f(δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)=
(δx3 , . . . , δxt , g(δx1 , . . . , δxt ), f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)
The product of A( f ) and A(g) is defined to correspond to thet-linear map which sends (δx1 , . . . , δxt ) to(δx2 , . . . , δxt−1 , f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
).(
A( f )A(g))
xt+2,xt ,...,x1�
∑xt+1∈XA( f )xt+2,xt+1,...,x2A(g)xt+1,xt ,...,x1
Flow of time in the inhomogeneous higher order Markov chaindefines the product of tensors!
10 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Inhomogeneous Markov chainLet f and g be two multilinear maps from RX × · · · × RX︸ ︷︷ ︸
t
to RX.
M f Mg is surely still a t-multilinear map:
(M f ◦Mg)(δx1 , . . . , δxt )
= M f(δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)=
(δx3 , . . . , δxt , g(δx1 , . . . , δxt ), f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)The product of A( f ) and A(g) is defined to correspond to thet-linear map which sends (δx1 , . . . , δxt ) to(δx2 , . . . , δxt−1 , f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
).(
A( f )A(g))
xt+2,xt ,...,x1�
∑xt+1∈XA( f )xt+2,xt+1,...,x2A(g)xt+1,xt ,...,x1
Flow of time in the inhomogeneous higher order Markov chaindefines the product of tensors!
10 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Inhomogeneous Markov chainLet f and g be two multilinear maps from RX × · · · × RX︸ ︷︷ ︸
t
to RX.
M f Mg is surely still a t-multilinear map:
(M f ◦Mg)(δx1 , . . . , δxt )
= M f(δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)=
(δx3 , . . . , δxt , g(δx1 , . . . , δxt ), f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
)The product of A( f ) and A(g) is defined to correspond to thet-linear map which sends (δx1 , . . . , δxt ) to(δx2 , . . . , δxt−1 , f (δx2 , . . . , δxt , g(δx1 , . . . , δxt )
).(
A( f )A(g))
xt+2,xt ,...,x1�
∑xt+1∈XA( f )xt+2,xt+1,...,x2A(g)xt+1,xt ,...,x1
Flow of time in the inhomogeneous higher order Markov chaindefines the product of tensors!
10 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Weighted multivariable digraph and itsadjacency tensor
Let R be any semiring, say Boolean semiring, tropical semiring,binary field, complex field, ....
An R-weighted t-variable digraph on a set K is a map fromt︷ ︸︸ ︷
K × · · · × K to RK .
When R is the Boolean semiring (thus RK can be identified withthe power set 2K) and t = 1, an R-weighted t-variable digraph isa usual digraph.
Each R-weighted t-variable digraph f on K corresponds to its
adjacency tensor A( f ) ∈ R
t+1︷ ︸︸ ︷K × · · · × K :
f (k1, . . . , kt) =∑
kt+1∈K
A( f )kt+1,...,k1δkt+1
11 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Weighted multivariable digraph and itsadjacency tensor
Let R be any semiring, say Boolean semiring, tropical semiring,binary field, complex field, ....
An R-weighted t-variable digraph on a set K is a map fromt︷ ︸︸ ︷
K × · · · × K to RK .
When R is the Boolean semiring (thus RK can be identified withthe power set 2K) and t = 1, an R-weighted t-variable digraph isa usual digraph.
Each R-weighted t-variable digraph f on K corresponds to its
adjacency tensor A( f ) ∈ R
t+1︷ ︸︸ ︷K × · · · × K :
f (k1, . . . , kt) =∑
kt+1∈K
A( f )kt+1,...,k1δkt+1
11 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Weighted multivariable digraph and itsadjacency tensor
Let R be any semiring, say Boolean semiring, tropical semiring,binary field, complex field, ....
An R-weighted t-variable digraph on a set K is a map fromt︷ ︸︸ ︷
K × · · · × K to RK .
When R is the Boolean semiring (thus RK can be identified withthe power set 2K) and t = 1, an R-weighted t-variable digraph isa usual digraph.
Each R-weighted t-variable digraph f on K corresponds to its
adjacency tensor A( f ) ∈ R
t+1︷ ︸︸ ︷K × · · · × K :
f (k1, . . . , kt) =∑
kt+1∈K
A( f )kt+1,...,k1δkt+1
11 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Weighted multivariable digraph and itsadjacency tensor
Let R be any semiring, say Boolean semiring, tropical semiring,binary field, complex field, ....
An R-weighted t-variable digraph on a set K is a map fromt︷ ︸︸ ︷
K × · · · × K to RK .
When R is the Boolean semiring (thus RK can be identified withthe power set 2K) and t = 1, an R-weighted t-variable digraph isa usual digraph.
Each R-weighted t-variable digraph f on K corresponds to its
adjacency tensor A( f ) ∈ R
t+1︷ ︸︸ ︷K × · · · × K :
f (k1, . . . , kt) =∑
kt+1∈K
A( f )kt+1,...,k1δkt+1
11 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Multivalued binary operations intropical geometry and hypergroup
Figure: Oleg Virohttp://www.math.stonybrook.edu/~oleg/
Multivalued binary operations:K × K to 2K \ {∅}
I Oleg Viro, On basic concepts oftropical geometry, Proceedings ofthe Steklov Institute ofMathematics 273 (2011), 252–282.
I V. M. Buchstaber, n-valuedgroups: theory and applications,Moscow Mathematical Journal 6(2006), 57–84.
12 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Tensor multiplication
For any two (t + 1)-fold R-weighted tensors B,C ∈ R
t+1︷ ︸︸ ︷K × · · · × K ,
we define the product of B and C to be the (t + 1)-foldR-weighted tensor, which is denoted by BC and sends(k1, . . . , kt+1) ∈ Kt+1 to
BC(k1, . . . , kt+1) =∑k∈K
B(k1, k, k2, . . . , kt)C(k, k2, . . . , kt+1).
This multiplication is essentially the same with the tensormultiplication defined by Grone.
I Robert Grone, Markov chains and tensor multiplications,Journal of Algebra, 109 (1987) 14–24.
13 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Tensor multiplication
For any two (t + 1)-fold R-weighted tensors B,C ∈ R
t+1︷ ︸︸ ︷K × · · · × K ,
we define the product of B and C to be the (t + 1)-foldR-weighted tensor, which is denoted by BC and sends(k1, . . . , kt+1) ∈ Kt+1 to
BC(k1, . . . , kt+1) =∑k∈K
B(k1, k, k2, . . . , kt)C(k, k2, . . . , kt+1).
This multiplication is essentially the same with the tensormultiplication defined by Grone.
I Robert Grone, Markov chains and tensor multiplications,Journal of Algebra, 109 (1987) 14–24.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Tensor algebra
• The set of (t + 1)-fold R-weighted tensors with the previousmultiplication rule form the tensor algebra A(t + 1,R,K).
• The map f that sends (k1, . . . , kt+1) ∈ Kt+1 to δk1,k2 is the leftidentity for the tensor multiplication in A(t + 1,R,K).
• Composition of maps here models the flow of time and soit is no surprise to find that A(t + 1,R,K) is generally not anassociative algebra.
QuestionWhat is the structure of A(t + 1,R,K)?
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Boolean coefficient digraphs as monads
A monad is a mapping of afinite set into itself. – V. I.Arnold, The Topology ofAlgebra: Combinatorics ofSquaring, Functional Analysisand Its Applications 37 (2003)177–190.
The study of Boolean coefficientmultivariable digraphs is a study of somespecial monads.
Boris Z. Shapiro (1990)Maxim E. Kazarian (1991)Ernesto Rosales-Gonzalez (1991)Oleg G. Galkin (1992)Michael Z. Shapiro (1992)Alexander Kh. Rakhimov (1995)Francesca Aicardi (1996)Yuri V. Chekanov (1997)Emmanuel Ferrand (1997)Petr E. Pushkar (1998)Jacques-Olivier Moussafir (2000)Mauricio Garay (2001)Fabien Napolitano (2001)Ricardo Uribe-Vargas (2001)Mikhail B. Mishustin (2002)Adriana Ortiz-Rodriguez (2002)Gianmarco Capitanio (2004)Oleg N. Karpenkov (2005)Alexander M. Lukatsky (1975) (2006, DSci)
Alexander Givental
To Whom It May ConcernNo estь i Boжii sud ...
M. �. Lermontov, “Smertь Poзta”6
Posthumousmemoirs seemtohave the unintendedeffect of reducing the person’s life to a collection ofstories. For most of us it would probably be a justand welcome outcome, but for Vladimir Arnold,I think, it would not. He tried and managed totell us many different things about mathematics,education, and beyond, and in many cases we’vebeen rather slow listening or thinking, so I believewe will be returning again and again not only toour memories of him but to his own words aswell. What is found below is not a memoir, but arecommendation letter, albeit a weak one, for hedid not get the prize, and yet hopefully useful asan interim attempt to overview his mathematicalheritage.
January 25, 2005Dear Members of [the name of the committee],
You have requested my commentaries on the workof Vladimir Arnold. Writing them is an honorableand pleasurable task for me.
In the essence the task is easy:Yes, Vladimir Arnold fully merits [the name of
the prize] since his achievements are of extraordi-
nary depth and influence.His work indeed resolves fundamental prob-
lems, and introduces unifying principles, and
opens up major new areas, and (at least in some of
Alexander Givental is professor of mathematics at the
University of California, Berkeley. His email address is
[email protected], there is God’s Court, too. . ., M. Yu. Lermontov,“Death of Poet”.
At Dubna, 2006.
these areas) it introduces powerful new techniquestoo.
On the other hand, writing this letter is noteasy, mainly because the ways Arnold’s work con-tributes to our knowledge are numerous and go farbeyond my personal comprehension. As Arnold’sstudent, I am quite familiar with those aspects ofhis work which inspired my own research. Outsidethese areas, hopefully, I will be able to conveythe conventional wisdom about Arnold’s most fa-mous achievements. Yet this leaves out the oceanof numerous, possibly less famous but extremelyinfluential, contributions, of which I have onlypartial knowledge and understanding. So, I willhave to be selective here and will mention just ahandful of examples which I am better familiarwith and which for this reason may look chosenrandomly.
Perhaps the most legendary, so to speak, ofArnold’s contributions is his work on small
denominators,7 followed by the discovery ofArnold’s diffusion,8 and known now as part of theKolmogorov–Arnold–Moser theory. Among otherthings, this work contains an explanation (or, de-pending on the attitude, a proof, and a highlytechnical one) of stability of the solar planetarysystem. Even more importantly, the KAM theoryprovides a very deep insight into the real-world dy-namics (perhaps one of the few such insights so far,one more being stability of Anosov’s systems) and
7Small denominators III. Problems of stability of motionin classical and celestial mechanics, Uspekhi Mat. Nauk
18 (1963), no. 6, 91–192, following Small denominatorsI. Mappings of a circle onto itself, Izvestia AN SSSR, Ser.
Mat. 25 (1961), 21–86, Small denominators II. Proof of atheorem of A. N. Kolmogorov on the preservation of con-ditionally periodic motions under a small perturbationof the Hamiltonian, Uspekhi Mat. Nauk 18 (1963), no. 5,
13–40, and a series of announcements in DAN SSSR.8Instability of dynamical systems with many degrees offreedom, DAN SSSR 156 (1964), 9–12.
March 2012 Notices of the AMS 381
Figure: Vladimir Arnold(1937–2010) http://www.ams.org/notices/201203/rtx120300378p.pdf
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Single-variable graph theory
Let K be a set. A single-variable digraph f , also known as atopological Markov chain, on K is a map from K to 2K .
It is most convenient to identify f with the digraph Γ f havingvertex set K and arc set {k → j : j ∈ f (k)}.
The map f induces a Boolean linear map M f from 2K to 2K ,called the Markov operator associated to f , such thatM f (A) = ∪k∈A f (k) for each A ∈ 2K .
The phase space of f , denoted by PS f , has vertex set 2K andarc set {A→ M f (A) : A ∈ 2K}. The structure of PS f tells us thedynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Single-variable graph theory
Let K be a set. A single-variable digraph f , also known as atopological Markov chain, on K is a map from K to 2K .
It is most convenient to identify f with the digraph Γ f havingvertex set K and arc set {k → j : j ∈ f (k)}.
The map f induces a Boolean linear map M f from 2K to 2K ,called the Markov operator associated to f , such thatM f (A) = ∪k∈A f (k) for each A ∈ 2K .
The phase space of f , denoted by PS f , has vertex set 2K andarc set {A→ M f (A) : A ∈ 2K}. The structure of PS f tells us thedynamical behavior of M f .
16 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Single-variable graph theory
Let K be a set. A single-variable digraph f , also known as atopological Markov chain, on K is a map from K to 2K .
It is most convenient to identify f with the digraph Γ f havingvertex set K and arc set {k → j : j ∈ f (k)}.
The map f induces a Boolean linear map M f from 2K to 2K ,called the Markov operator associated to f , such thatM f (A) = ∪k∈A f (k) for each A ∈ 2K .
The phase space of f , denoted by PS f , has vertex set 2K andarc set {A→ M f (A) : A ∈ 2K}. The structure of PS f tells us thedynamical behavior of M f .
16 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Single-variable graph theory
Let K be a set. A single-variable digraph f , also known as atopological Markov chain, on K is a map from K to 2K .
It is most convenient to identify f with the digraph Γ f havingvertex set K and arc set {k → j : j ∈ f (k)}.
The map f induces a Boolean linear map M f from 2K to 2K ,called the Markov operator associated to f , such thatM f (A) = ∪k∈A f (k) for each A ∈ 2K .
The phase space of f , denoted by PS f , has vertex set 2K andarc set {A→ M f (A) : A ∈ 2K}. The structure of PS f tells us thedynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
An example
A B
C D
D ∅ ABC ABCD
C A B CD BD
AD
BC ACD AB BCD AC
ABD
Figure: A digraph f on {A, B,C,D} and its phase space PS f .
The phase space consists of those limit cycles together withthe transient parts (in-trees attached to the limit cycles).
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Multivariable graph theoryLet K be a set and t a positive integer. A digraph f on K in tvariables is a map from Kt to 2K .
It can be graphicallyrepresented by its De Bruijn form Γ f , a digraph with vertex setKt and arc set
{(k1, . . . , kt)→ (k2, . . . , kt+1) : kt+1 ∈ f (k1, . . . , kt)}.
By ignoring isolated vertices, the De Bruijn forms of Booleandigraphs are exactly Rauzy graphs in symbolic dynamics. Themap f induces a Boolean t-linear map M f from (2k)t to (2k)t,called the Markov operator associated to f , such that
M f (A1, . . . , At) =(A2, . . . , At,∪k1∈A1,...,kt∈At f (k1, . . . , kt)
).
The phase space of f , denoted by PS f , has vertex set (2K)t
and arc set {A→ M f (A) : A ∈ (2K)t}. The structure of PS f tellsus the dynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Multivariable graph theoryLet K be a set and t a positive integer. A digraph f on K in tvariables is a map from Kt to 2K . It can be graphicallyrepresented by its De Bruijn form Γ f , a digraph with vertex setKt and arc set
{(k1, . . . , kt)→ (k2, . . . , kt+1) : kt+1 ∈ f (k1, . . . , kt)}.
By ignoring isolated vertices, the De Bruijn forms of Booleandigraphs are exactly Rauzy graphs in symbolic dynamics. Themap f induces a Boolean t-linear map M f from (2k)t to (2k)t,called the Markov operator associated to f , such that
M f (A1, . . . , At) =(A2, . . . , At,∪k1∈A1,...,kt∈At f (k1, . . . , kt)
).
The phase space of f , denoted by PS f , has vertex set (2K)t
and arc set {A→ M f (A) : A ∈ (2K)t}. The structure of PS f tellsus the dynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Multivariable graph theoryLet K be a set and t a positive integer. A digraph f on K in tvariables is a map from Kt to 2K . It can be graphicallyrepresented by its De Bruijn form Γ f , a digraph with vertex setKt and arc set
{(k1, . . . , kt)→ (k2, . . . , kt+1) : kt+1 ∈ f (k1, . . . , kt)}.
By ignoring isolated vertices, the De Bruijn forms of Booleandigraphs are exactly Rauzy graphs in symbolic dynamics.
Themap f induces a Boolean t-linear map M f from (2k)t to (2k)t,called the Markov operator associated to f , such that
M f (A1, . . . , At) =(A2, . . . , At,∪k1∈A1,...,kt∈At f (k1, . . . , kt)
).
The phase space of f , denoted by PS f , has vertex set (2K)t
and arc set {A→ M f (A) : A ∈ (2K)t}. The structure of PS f tellsus the dynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Multivariable graph theoryLet K be a set and t a positive integer. A digraph f on K in tvariables is a map from Kt to 2K . It can be graphicallyrepresented by its De Bruijn form Γ f , a digraph with vertex setKt and arc set
{(k1, . . . , kt)→ (k2, . . . , kt+1) : kt+1 ∈ f (k1, . . . , kt)}.
By ignoring isolated vertices, the De Bruijn forms of Booleandigraphs are exactly Rauzy graphs in symbolic dynamics. Themap f induces a Boolean t-linear map M f from (2k)t to (2k)t,called the Markov operator associated to f , such that
M f (A1, . . . , At) =(A2, . . . , At,∪k1∈A1,...,kt∈At f (k1, . . . , kt)
).
The phase space of f , denoted by PS f , has vertex set (2K)t
and arc set {A→ M f (A) : A ∈ (2K)t}. The structure of PS f tellsus the dynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Multivariable graph theoryLet K be a set and t a positive integer. A digraph f on K in tvariables is a map from Kt to 2K . It can be graphicallyrepresented by its De Bruijn form Γ f , a digraph with vertex setKt and arc set
{(k1, . . . , kt)→ (k2, . . . , kt+1) : kt+1 ∈ f (k1, . . . , kt)}.
By ignoring isolated vertices, the De Bruijn forms of Booleandigraphs are exactly Rauzy graphs in symbolic dynamics. Themap f induces a Boolean t-linear map M f from (2k)t to (2k)t,called the Markov operator associated to f , such that
M f (A1, . . . , At) =(A2, . . . , At,∪k1∈A1,...,kt∈At f (k1, . . . , kt)
).
The phase space of f , denoted by PS f , has vertex set (2K)t
and arc set {A→ M f (A) : A ∈ (2K)t}. The structure of PS f tellsus the dynamical behavior of M f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
An example
11 12
21 22
22
∅2 2∅ ∅∅
K∅∅K
1∅ ∅1
1121 12 2K K1 1K KK
K2
Figure: The De Bruijn form Γ f and the phase space PS f of a2-variable digraph f on K = [2] = {1, 2}.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Wave-particle dualityOne can view Γ f as a local dynamical mechanism and PS f asthe global evolving picture. The question is to see how to linkthe local with the global.
One can also think of Γ f as the particle version of f and PS f asthe wave version of f . Both versions encode full informationabout f in some way.
http://fossbytes.com/wp-content/uploads/2015/03/light-wave-particle-duality-.jpg
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Wave-particle dualityOne can view Γ f as a local dynamical mechanism and PS f asthe global evolving picture. The question is to see how to linkthe local with the global.
One can also think of Γ f as the particle version of f and PS f asthe wave version of f . Both versions encode full informationabout f in some way.
http://fossbytes.com/wp-content/uploads/2015/03/light-wave-particle-duality-.jpg
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Primitive digraphsFor A = (A1, . . . , At) ∈ (2K)t and B = (B1, . . . , Bt) ∈ (2K)t, we writeA � B provided Ai ⊆ Bi for i = 1, . . . , t.
This makes (2K)t a posetwith the maximum element (K, . . . ,K)︸ ︷︷ ︸
t
= Kt and the minimum
element ∅t. An element from (2K)t which has ∅ as one of its tcomponents is called a vacant element.
Let f be a t-variable digraph on K. It is clear that every vacantelement of (2K)t will reach ∅t in PS f eventually.
We call f primitive provided every element from Kt will reach Kt
in PS f , equivalently, every non-vacant element will go to thelargest element Kt in PS f and every vacant element will go tothe minimum one ∅t in PS f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Primitive digraphsFor A = (A1, . . . , At) ∈ (2K)t and B = (B1, . . . , Bt) ∈ (2K)t, we writeA � B provided Ai ⊆ Bi for i = 1, . . . , t. This makes (2K)t a posetwith the maximum element (K, . . . ,K)︸ ︷︷ ︸
t
= Kt and the minimum
element ∅t. An element from (2K)t which has ∅ as one of its tcomponents is called a vacant element.
Let f be a t-variable digraph on K. It is clear that every vacantelement of (2K)t will reach ∅t in PS f eventually.
We call f primitive provided every element from Kt will reach Kt
in PS f , equivalently, every non-vacant element will go to thelargest element Kt in PS f and every vacant element will go tothe minimum one ∅t in PS f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Primitive digraphsFor A = (A1, . . . , At) ∈ (2K)t and B = (B1, . . . , Bt) ∈ (2K)t, we writeA � B provided Ai ⊆ Bi for i = 1, . . . , t. This makes (2K)t a posetwith the maximum element (K, . . . ,K)︸ ︷︷ ︸
t
= Kt and the minimum
element ∅t. An element from (2K)t which has ∅ as one of its tcomponents is called a vacant element.
Let f be a t-variable digraph on K. It is clear that every vacantelement of (2K)t will reach ∅t in PS f eventually.
We call f primitive provided every element from Kt will reach Kt
in PS f , equivalently, every non-vacant element will go to thelargest element Kt in PS f and every vacant element will go tothe minimum one ∅t in PS f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Primitive digraphsFor A = (A1, . . . , At) ∈ (2K)t and B = (B1, . . . , Bt) ∈ (2K)t, we writeA � B provided Ai ⊆ Bi for i = 1, . . . , t. This makes (2K)t a posetwith the maximum element (K, . . . ,K)︸ ︷︷ ︸
t
= Kt and the minimum
element ∅t. An element from (2K)t which has ∅ as one of its tcomponents is called a vacant element.
Let f be a t-variable digraph on K. It is clear that every vacantelement of (2K)t will reach ∅t in PS f eventually.
We call f primitive provided every element from Kt will reach Kt
in PS f , equivalently, every non-vacant element will go to thelargest element Kt in PS f and every vacant element will go tothe minimum one ∅t in PS f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
A primitive 3-variable digraph
KKK
1KK
2KK12K
K2K1K2
KK2
21K
K1K
11KK11
211
1K1
2K122KK22
221
121
222122
112111
212
K21
K12
2K2
KK1
112
111
211
121
212
221
222
122
Figure: The De Bruijn form and part of the phase space induced bynon-vacant vertices of a 3-variable digraph on K = [2]. This digraph isnot primitive in the sense of Chang-Pearson-Zhang (SIMAX, 2011). 22 / 34
Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Hitting indices
Let f be a t-variable digraph on K. For a, b ∈ Kt, we defineHI f (a, b) to be the set
{n > 0 : b � Mnf (a) ∈ (2K)t} = {n > 0 : b ∈ Mn
f (a) ∈ (2K)t}
and call it the set of hitting indices of f from a to b.
For any a, b ∈ Kt with a , b, the distance from a to b in f isdefined to be Dist f (a, b) = minHI f (a, b). The diameter of f ,denoted by Dia( f ), is maxa,b Dist f (a, b).
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Hitting indices
Let f be a t-variable digraph on K. For a, b ∈ Kt, we defineHI f (a, b) to be the set
{n > 0 : b � Mnf (a) ∈ (2K)t} = {n > 0 : b ∈ Mn
f (a) ∈ (2K)t}
and call it the set of hitting indices of f from a to b.
For any a, b ∈ Kt with a , b, the distance from a to b in f isdefined to be Dist f (a, b) = minHI f (a, b).
The diameter of f ,denoted by Dia( f ), is maxa,b Dist f (a, b).
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Hitting indices
Let f be a t-variable digraph on K. For a, b ∈ Kt, we defineHI f (a, b) to be the set
{n > 0 : b � Mnf (a) ∈ (2K)t} = {n > 0 : b ∈ Mn
f (a) ∈ (2K)t}
and call it the set of hitting indices of f from a to b.
For any a, b ∈ Kt with a , b, the distance from a to b in f isdefined to be Dist f (a, b) = minHI f (a, b). The diameter of f ,denoted by Dia( f ), is maxa,b Dist f (a, b).
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Strongly connected digraphs
Let f be a t-variable digraph on K.
We call f strongly connected if HI f (a, b) , ∅ for all a, b ∈ Kt. Iff is strongly connected and |K| > 1, then Dia( f ) < ∞.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Strongly connected digraphs
Let f be a t-variable digraph on K.
We call f strongly connected if HI f (a, b) , ∅ for all a, b ∈ Kt.
Iff is strongly connected and |K| > 1, then Dia( f ) < ∞.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Strongly connected digraphs
Let f be a t-variable digraph on K.
We call f strongly connected if HI f (a, b) , ∅ for all a, b ∈ Kt. Iff is strongly connected and |K| > 1, then Dia( f ) < ∞.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Periodic classes
Let f be a strongly connected t-variable digraph on K.
Lemma (W., Xu, Zhu)For all a, b ∈ Kt,
gcd(HI f (a, a)) = gcd(HI f (b, b)).
We define the period of f to be per( f ) = gcd(HI f (a, a)), a ∈ Kt.
We say a, b ∈ Kt are equivalent for f provided gcd(HI f (a, b)) isa multiple of per( f ). Each such equivalent class for f is called aperiodic class of f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Periodic classes
Let f be a strongly connected t-variable digraph on K.
Lemma (W., Xu, Zhu)For all a, b ∈ Kt,
gcd(HI f (a, a)) = gcd(HI f (b, b)).
We define the period of f to be per( f ) = gcd(HI f (a, a)), a ∈ Kt.
We say a, b ∈ Kt are equivalent for f provided gcd(HI f (a, b)) isa multiple of per( f ). Each such equivalent class for f is called aperiodic class of f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Periodic classes
Let f be a strongly connected t-variable digraph on K.
Lemma (W., Xu, Zhu)For all a, b ∈ Kt,
gcd(HI f (a, a)) = gcd(HI f (b, b)).
We define the period of f to be per( f ) = gcd(HI f (a, a)), a ∈ Kt.
We say a, b ∈ Kt are equivalent for f provided gcd(HI f (a, b)) isa multiple of per( f ). Each such equivalent class for f is called aperiodic class of f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Cyclic decomposition into periodicclasses
Theorem (W., Xu, Zhu)Let f be a strongly connected t-variable digraph on K withper( f ) = p. Then the periodic classes of f can be enumeratedas C1, . . . ,Cp such that the following hold:
(i) (C1, . . . ,Cp) is a longest cycle in PS f ;
(ii) gcd(HI(a, b)) ≡ j − i (mod p) for a ∈ Ci and b ∈ C j;
(iii) there are p nonempty subsets A1, . . . , Ap of K such thatCi = Ai × Ai+1 × · · · × Ai+t−1 ⊆ Kt, i ∈ [p], where thesubscripts are calculated modulo p.
A1
A2
A3
A4
A1 × A2 = C1A2 × A3 = C2
A3 × A4 = C3 A4 × A1 = C4
Figure: Periodic classes of a 2-variable strongly connected digraph.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Cyclic decomposition and box partition
Let (V, E) be a hypergraph, namely E is a subset of the powerset of V.
We use τ(V, E) for the covering number of (V, E), that is theminimum size |A| of a subset A of E such that the union of theelements in A is V, and we say τ(V, E) is +∞ if such a coveringA does not exist.
We write π(V, E) for the partition number of (V, E), that is theminimum size |A| of a subset A of E such that the disjoint unionof the elements in A is V, and we say π(V, E) is +∞ if such apartition A does not exist. Surely, π(V, E) is no smaller thanτ(V, E).
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Box partition and periodLet V1, . . . ,Vs be s sets. An s-box of V1 × · · · × Vs is a setW = W1 × · · · ×Ws where Wi is a subset of Vi for i = 1, . . . , s. Let(V, E) be a box-hypergraph, where V = V1 × · · · × Vs and eachelement of E is an s-box of V1 × · · · × Vs. Let Ei = {Wi : W ∈ E}be the projections of E to the ith set Vi.
Theorem (Alon, Bohman, Holzman, Kleitman 1)If τ(Vi, Ei) ≥ 2 for all i, then π(V, E) ≥ 2s.
QuestionIs it true that π(V, E) ≥
∏si=1 τ(Vi, Ei)?
Theorem (Qian, W., Zhu)Let Φ be a cyclic decomposition of (Kt,K, t) with period p,where t ≥ 2. Then, p ≥ 2d
√te.
1N. Alon, T. Bohman, R. Holzman, D. J. Kleitman, On partitions of discreteboxes, Discrete Math. 257 (2002), 255–258.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Set of periodsLet Pt,k be the set of positive integers which can be the periodof a t-variable strongly connected digraph on [k] and letPt = ∪k>0Pt,k.
It is known that Pt ⊇ {1, 2t, 3t, . . .}. It is also known thatP2,4 = {1, 4, 8, 9, 10, 11, 12, 14, 16}.
aa ab
acbccc
cd
cbdb
babb
adbd dc
dd
cada
aa ab ba bb
acbc
cccddd
da
ad
dbbd dc
cacb
Figure: The De Bruijn forms of 2-variable digraphs with peroids 8 and11.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Set of periodsLet Pt,k be the set of positive integers which can be the periodof a t-variable strongly connected digraph on [k] and letPt = ∪k>0Pt,k.
It is known that Pt ⊇ {1, 2t, 3t, . . .}.
It is also known thatP2,4 = {1, 4, 8, 9, 10, 11, 12, 14, 16}.
aa ab
acbccc
cd
cbdb
babb
adbd dc
dd
cada
aa ab ba bb
acbc
cccddd
da
ad
dbbd dc
cacb
Figure: The De Bruijn forms of 2-variable digraphs with peroids 8 and11.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Set of periodsLet Pt,k be the set of positive integers which can be the periodof a t-variable strongly connected digraph on [k] and letPt = ∪k>0Pt,k.
It is known that Pt ⊇ {1, 2t, 3t, . . .}. It is also known thatP2,4 = {1, 4, 8, 9, 10, 11, 12, 14, 16}.
aa ab
acbccc
cd
cbdb
babb
adbd dc
dd
cada
aa ab ba bb
acbc
cccddd
da
ad
dbbd dc
cacb
Figure: The De Bruijn forms of 2-variable digraphs with peroids 8 and11.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Set of periods, Cont’d
Theorem (W., Xu, Zhu)
• For any positive integer t, the set N \Pt is finite.• N \P1 = ∅ ( N \P2 = {2, 3, 5, 6, 7} ( N \P3.
• ∩i>0Pi = {1}.
QuestionIs it true that P1 ) P2 ) P3 ) P4 ) · · · ?
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Set of periods, Cont’d
Theorem (W., Xu, Zhu)
• For any positive integer t, the set N \Pt is finite.• N \P1 = ∅ ( N \P2 = {2, 3, 5, 6, 7} ( N \P3.
• ∩i>0Pi = {1}.
QuestionIs it true that P1 ) P2 ) P3 ) P4 ) · · · ?
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Primitive digraph and primitive exponent
Theorem (W., Xu, Zhu)Let f be a multivariable digraph. Then f is primitive if and onlyif f is strongly connected and has period one.
For a primitive t-variable digraph f on K, we define
g( f ) = min{i > 0 : Mif (A) = Kt for all A ∈ Kt}
and call it the primitive exponent of f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Primitive digraph and primitive exponent
Theorem (W., Xu, Zhu)Let f be a multivariable digraph. Then f is primitive if and onlyif f is strongly connected and has period one.
For a primitive t-variable digraph f on K, we define
g( f ) = min{i > 0 : Mif (A) = Kt for all A ∈ Kt}
and call it the primitive exponent of f .
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
Maximum primitive exponent
Let Dt,k be the set of primitive t-variable digraphs on [k] and let
γ(t, k) := maxf∈Dt,k
g( f ).
Proposition
• Wielandt’s bound (1959): γ(1, k) = (k − 1)2 + 1;• γ(2, 1) = 1, γ(2, 2) = 7, γ(2, 3) = 23 = (2 × 3 − 1)2 − 2;• γ(2, k) ≥ (2k − 1)2 + 1 when k ≥ 4;• kt ≤ γ(t, k) for any positive integer t.
Let rk be the minimum number of multiplications to multiply two k by kmatrices (rank of the k by k matrix multiplication tensor). Bycoincidence (?), r1 = 1, r2 = 7, r3 ≤ 23. Can we expect rk ≤ γ(2, k)?
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
A generalization of Wielandt’s bound
Conjecture (W., Xu, Zhu)γ(2, k) = (2k − 1)2 + 1 when k ≥ 4.
Theorem (Z. Chen, W.)For any positive integers t and k,
kt ≤ γ(t, k) ≤ t(k − 1)(kt − 1) + 1.
When (t, k) = (2, 2) and when t = 1, the second inequality holdsas an equality.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
A generalization of Wielandt’s bound
Conjecture (W., Xu, Zhu)γ(2, k) = (2k − 1)2 + 1 when k ≥ 4.
Theorem (Z. Chen, W.)For any positive integers t and k,
kt ≤ γ(t, k) ≤ t(k − 1)(kt − 1) + 1.
When (t, k) = (2, 2) and when t = 1, the second inequality holdsas an equality.
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Markov chains Weighted multivariable digraphs Multivariable digraphs with Boolean coefficients
THANK YOU!
Figure: http://www.staff.science.uu.nl/~looij101/Coxeter_groups_illustrated.html#3
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