A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits
DOI10.1239/jap/1402578642zbMath1297.60046arXiv1212.4975MaRDI QIDQ5169743
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
Markov chain; Dirichlet distribution; limit distribution; products of random matrices; random exchange model; random nested simplices; service networks with polling
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
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