Loop-free Markov chains as determinantal point processes
Probability
2008-04-14 v2 Mathematical Physics
math.MP
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.
Keywords
Cite
@article{arxiv.math/0605168,
title = {Loop-free Markov chains as determinantal point processes},
author = {Alexei Borodin},
journal= {arXiv preprint arXiv:math/0605168},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AIHP115 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)