A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits

DOI10.1239/jap/1402578642zbMath1297.60046arXiv1212.4975OpenAlexW2051172865MaRDI QIDQ5169743

Shaun McKinlay

Publication date: 11 July 2014

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

Full work available at URL: https://arxiv.org/abs/1212.4975

zbMATH Keywords

Markov chainDirichlet distributionlimit distributionproducts of random matricesrandom exchange modelrandom nested simplicesservice networks with polling

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Related Items

On beta distributed limits of iterated linear random functions, Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products, On explicit form of the stationary distributions for a class of bounded Markov chains

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