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

DOI10.1239/jap/1402578642zbMath1297.60046arXiv1212.4975MaRDI 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 chain; Dirichlet distribution; limit distribution; products of random matrices; random exchange model; random nested simplices; service networks with polling

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

60J05: Discrete-time Markov processes on general state spaces

60F15: Strong limit theorems

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

15B52: Random matrices (algebraic aspects)

60F99: Limit theorems in probability theory

Related Items

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

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