Borodin, Alexei (2008) Loop-free Markov chains as determinantal point processes. Annales De l'Institut Henri Poincaré - Probabilitiés et Statistiques, 44 (1). pp. 19-28. ISSN 0246-0203. doi:10.1214/07-aihp115. https://resolver.caltech.edu/CaltechAUTHORS:20180809-133557869
![[img]](https://authors.library.caltech.edu/style/images/fileicons/application_pdf.png) |
PDF
- Published Version
See Usage Policy. 166kB |
Use this Persistent URL to link to this item: https://resolver.caltech.edu/CaltechAUTHORS:20180809-133557869
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.
| Item Type: | Article | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Related URLs: |
| |||||||||
| Additional Information: | © Association des Publications de l’Institut Henri Poincaré, 2008. Received 1 June 2006; accepted 25 September 2006. This research was partially supported by the NSF grant DMS-0402047 and the CRDF grant RIM1-2622-ST-04. The author would also like to thank the referees for a number of valuable suggestions. | |||||||||
| Funders: |
| |||||||||
| Subject Keywords: | Markov chain; Determinantal point process | |||||||||
| Issue or Number: | 1 | |||||||||
| Classification Code: | Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces) 60G55: Point processes | |||||||||
| DOI: | 10.1214/07-aihp115 | |||||||||
| Record Number: | CaltechAUTHORS:20180809-133557869 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20180809-133557869 | |||||||||
| Official Citation: | Borodin, Alexei. Loop-free Markov chains as determinantal point processes. Ann. Inst. H. Poincaré Probab. Statist. 44 (2008), no. 1, 19--28. doi:10.1214/07-AIHP115. https://projecteuclid.org/euclid.aihp/1203969866 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 88708 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | George Porter | |||||||||
| Deposited On: | 09 Aug 2018 20:56 | |||||||||
| Last Modified: | 16 Nov 2021 00:29 |
Repository Staff Only: item control page
