Loop-free Markov chains as determinantal point processes

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

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.
Published in at http://dx.doi.org/10.1214/07-AIHP115 the Annales de l'Institut Henri Poincaré - Probabilités et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Keywords

Probability, Mathematical Physics

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/158684

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0605168
 http://arxiv.org/abs/math/0605168
 Annales de l'Institut Henri Poincaré - Probabilités et Statistiques 2008, Vol. 44, No. 1, 19-28
 doi:10.1214/07-AIHP115

Collections

arXiv