English

Doeblin Trees

Probability 2018-11-27 v1

Abstract

This paper is centered on the random graph generated by a Doeblin-type coupling of discrete time processes on a countable state space whereby when two paths meet, they merge. This random graph is studied through a novel subgraph, called a bridge graph, generated by paths started in a fixed state at any time. The bridge graph is made into a unimodular network by marking it and selecting a root in a specified fashion. The unimodularity of this network is leveraged to discern global properties of the larger Doeblin graph. Bi-recurrence, i.e., recurrence both forwards and backwards in time, is introduced and shown to be a key property in uniquely distinguishing paths in the Doeblin graph, and also a decisive property for Markov chains indexed by Z\mathbb{Z}. Properties related to simulating the bridge graph are also studied.

Keywords

Cite

@article{arxiv.1811.10058,
  title  = {Doeblin Trees},
  author = {François Baccelli and Mir-Omid Haji-Mirsadeghi and James T. Murphy},
  journal= {arXiv preprint arXiv:1811.10058},
  year   = {2018}
}

Comments

44 pages, 4 figures