Loop-free Markov chains as determinantal point processes

Alexei Borodin

Annales de l'I.H.P. Probabilités et statistiques (2008)

  • Volume: 44, Issue: 1, page 19-28
  • ISSN: 0246-0203

Abstract

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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.

How to cite

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Borodin, Alexei. "Loop-free Markov chains as determinantal point processes." Annales de l'I.H.P. Probabilités et statistiques 44.1 (2008): 19-28. <http://eudml.org/doc/77961>.

@article{Borodin2008,
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.},
author = {Borodin, Alexei},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Markov chain; determinantal point process; discrete space; correlation function; determinant; loop-free Markov process; sample path},
language = {eng},
number = {1},
pages = {19-28},
publisher = {Gauthier-Villars},
title = {Loop-free Markov chains as determinantal point processes},
url = {http://eudml.org/doc/77961},
volume = {44},
year = {2008},
}

TY - JOUR
AU - Borodin, Alexei
TI - Loop-free Markov chains as determinantal point processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2008
PB - Gauthier-Villars
VL - 44
IS - 1
SP - 19
EP - 28
AB - 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.
LA - eng
KW - Markov chain; determinantal point process; discrete space; correlation function; determinant; loop-free Markov process; sample path
UR - http://eudml.org/doc/77961
ER -

References

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