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Loop-free Markov chains as determinantal point processes

Alexei Borodin — 2008

Annales de l'I.H.P. Probabilités et statistiques

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.

Limits of determinantal processes near a tacnode

Alexei BorodinMaurice Duits — 2011

Annales de l'I.H.P. Probabilités et statistiques

We study a Markov process on a system of interlacing particles. At large times the particles fill a domain that depends on a parameter > 0. The domain has two cusps, one pointing up and one pointing down. In the limit ↓ 0 the cusps touch, thus forming a tacnode. The main result of the paper is a derivation of the local correlation kernel around the tacnode in the transition regime ↓ 0. We also prove that the local process interpolates between the Pearcey process and the GUE minor process....

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