A scaling analysis of a cat and mouse Markov chain

DOI10.1214/11-AAP785zbMath1253.60081arXiv0905.2259OpenAlexW3104724492MaRDI QIDQ417084

Philippe Robert, Nelly Litvak

Publication date: 13 May 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2259

zbMATH Keywords

cat and mouse Markov chainsscaling of null recurrent Markov chains

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

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New ways of solving large Markov chains, Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations, Red light green light method for solving large Markov chains, Stability of a Markov-modulated Markov Chain, with application to a wireless network governed by two protocols

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