Loop-free Markov chains as determinantal point processes

DOI10.1214/07-AIHP115zbMath1186.60066arXivmath/0605168OpenAlexW3102825033MaRDI QIDQ731448

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

zbMATH Keywords

correlation functiondeterminantdiscrete spacesample pathloop-free Markov process

Mathematics Subject Classification ID

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

Related Items (2)

On adding a list of numbers (and other one-dependent determinantal processes) ⋮ Anisotropic growth of random surfaces in \({2+1}\) dimensions

Cites Work

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• Markov processes on partitions
• Determinantal processes and independence
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• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• Non-intersecting paths, random tilings and random matrices
• Gaussian limit for determinantal random point fields.
• Determinantal probability measures
• Nonintersecting Brownian excursions
• Eynard-Mehta theorem, Schur process, and their Pfaffian analogs
• Determinantal random point fields
• The coincidence approach to stochastic point processes
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties

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