Loop-free Markov chains as determinantal point processes
A random subset \(X\) of a discrete space \(Y\) is considered. A distribution \(P\) of this subset satisfies the following condition: there exists a positive definite function \(K(x,y)\) \((x,y\in Y)\) such that for any \(n\geq2\), \(y_i\in Y\) it is fair \(P((y_1,\dots.y_n)\subset X)=\text{det}(K(y_i,y_j))_{n\times n}\). This random subset is said to be a determinantal point process with the correlation kernel \(K\). The author shows an example of such a point process. This is a homogeneous Markov chain with a transition matrix \(P_{xy}\) such that for any \(k\geq1\) and \(x\in Y\) \,\(P_{xx}^k=0\) (so called loop-free Markov chain). The family of realizations of this chain determines a random subset \(X\) of \(Y\), which is, by the author's assertion, a determinantal point process. The correlation kernel of this process is derived in terms of the original Markov chain. The author shows that renewal processes and semi-Markov processes on a discrete space can be considered as loop-free Markov chains. Some transformations of such a random subset are shown to preserve determinantal property of this subset. A variant of the central limit theorem for determinantal point processes is proved.
- Determinantal probability measures
- Determinantal processes and independence
- Determinantal random point fields
- Distributions on partitions, point processes, and the hypergeometric kernel
- Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
- Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
- Gaussian limit for determinantal random point fields.
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- Markov processes on partitions
- Markov Renewal Processes with Finitely Many States
- Markov Renewal Processes: Definitions and Preliminary Properties
- Non-intersecting paths, random tilings and random matrices
- Nonintersecting Brownian excursions
- The coincidence approach to stochastic point processes
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