Loop-free Markov chains as determinantal point processes

DOI10.1214/07-AIHP115MaRDI QIDQ731448zbMATH OpenOpenAlexFDO

Authors Alexei Borodin

Publication date 7 October 2009

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605168, https://eudml.org/doc/77961

zbMATH Keywords

determinantcorrelation functiondiscrete spacesample pathloop-free Markov process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sample path properties (60G17)

Abstract: We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.

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Cites work

• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
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Cited in

(4)

• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Determinantal point processes
• On adding a list of numbers (and other one-dependent determinantal processes)
• A multi-dimensional Markov chain and the Meixner ensemble

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