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.
Publié le : 2008-02-15
Classification:
Markov chain,
Determinantal point process,
60J10,
60G55
@article{1203969866,
author = {Borodin, Alexei},
title = {Loop-free Markov chains as determinantal point processes},
journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
volume = {44},
number = {2},
year = {2008},
pages = { 19-28},
language = {en},
url = {http://dml.mathdoc.fr/item/1203969866}
}
Borodin, Alexei. Loop-free Markov chains as determinantal point processes. Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, pp. 19-28. http://gdmltest.u-ga.fr/item/1203969866/