A convergence result on the lengths of Markovian loops

DOI10.1214/ECP.V20-4263zbMATH Open1329.60249arXiv1210.2520MaRDI QIDQ894499FDOQ894499

Authors: Yinshan Chang 

Publication date: 1 December 2015

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Consider a sequence of Poisson point processes of non-trivial loops with certain intensity measures $(m{u}^{(n)}{)}_n$, where each $m{u}^{(n)}$ is explicitly determined by transition probabilities $p^{(n)}$ of a random walk on a finite state space $V^{(n)}$ together with an additional killing parameter $c^{(n)}=e^{-acdotsharp{V}^{(n)}+o(sharp{V}^{(n)})}$. We are interested in asymptotic behavior of typical loops. Under general assumptions, we study the asymptotics of the length of a loop sampled from the normalized intensity measure $$ as $nightarrowinfty$. A typical loop is small for $a=0$ and extremely large for $a=infty$. For $a=(0,infty)$, we observe both small and extremely large loops. We obtain explicit formulas for the asymptotics of the mass of intensity measures, the asymptotics of the proportion of big loops, limit results on the number of vertices (with multiplicity) visited by a loop sampled from $$. We verify our general assumptions for random walk loop soups on discrete tori and truncated regular trees. Finally, we consider random walk loop soups on complete graphs. Here, our general assumptions are violated. In this case, we observe different asymptotic behavior of the length of a typical loop.

Full work available at URL: https://arxiv.org/abs/1210.2520

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zbMATH Keywords

random walksPoisson point processesconvergence resultsMarkovian loops

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cited In (2)

• Markovian loop soups: permanental processes and isomorphism theorems
• Converging from Branching to Linear Metrics on Markov Chains

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