Bibliography on Markov chains with a general state space
Zbyněk Šidák (1976)
Aplikace matematiky
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Zbyněk Šidák (1976)
Aplikace matematiky
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Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
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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.
Vidyadhar Mandrekar (1976)
Séminaire de probabilités de Strasbourg
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Keepler, M. (1998)
Portugaliae Mathematica
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von Weizsäcker, Heinrich
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David Nualart Rodón, M. Sanz (1979)
Stochastica
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This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.