Loop-free Markov chains as determinantal point processes

DOI10.1214/07-AIHP115zbMATH Open1186.60066arXivmath/0605168OpenAlexW3102825033MaRDI QIDQ731448FDOQ731448

Authors: Alexei Borodin 

Publication date: 7 October 2009

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

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.

Full work available at URL: https://arxiv.org/abs/math/0605168

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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)

Cites Work

• Title not available (Why is that?)
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• Nonintersecting Brownian excursions
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties
• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• Distributions on partitions, point processes, and the hypergeometric kernel
• Non-intersecting paths, random tilings and random matrices
• Markov processes on partitions

Cited In (4)

• Determinantal point processes
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• 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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