Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations

DOI10.1017/APR.2021.23MaRDI QIDQ5066876zbMATH OpenOpenAlexWikidataFDO

Authors Timofeĭ Vycheslavovich Prasolov, Sergey Foss, V. Shneer

Publication date 31 March 2022

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.04504

zbMATH Keywords

weak convergenceregular variationcompound renewal processrandomly stopped sumsmultidimensional Markov chaincat-and-mouse games

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Communication networks in operations research (90B18)

Abstract: We revisit the so-called Cat-and-Mouse Markov chain, studied earlier by Litvak and Robert (2012). This is a 2-dimensional Markov chain on the lattice $mathbb{Z}^2$, where the first component (the cat) is a simple random walk and the second component (the mouse) changes when the components meet. We obtain new results for two generalisations of the model. Firstly, in the 2-dimensional case we consider far more general jump distributions for the components and obtain a scaling limit for the second component. When we let the first component be a simple random walk again, we further generalise the jump distribution of the second component. Secondly, we consider chains of three and more dimensions, where we investigate structural properties of the model and find a limiting law for the last component.

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Cited in

(1)

• A scaling analysis of a cat and mouse Markov chain

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