Displaying similar documents to “Characterisation of conditional independence structures for polymatroids using vanishing sets”

Reduction of absorbing Markov chain

Mariusz Górajski (2009)

Annales UMCS, Mathematica

Similarity:

In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on...

Loop-free Markov chains as determinantal point processes

Alexei Borodin (2008)

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

Similarity:

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.