Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Loop-free Markov chains as determinantal point processes

Alexei Borodin

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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.


Nous montrons que toute chaîne de Markov sans cycles sur un espace discret peut être vue comme un processus ponctuel determinantal. Comme application, nous démontrons des théorèmes limites centrales pour le nombre de particules dans une fenêtre pour des processus de renouvellement et des processus de renouvellement markoviens avec un bruit de Bernoulli.

Article information

Ann. Inst. H. Poincaré Probab. Statist., Volume 44, Number 1 (2008), 19-28.

First available in Project Euclid: 25 February 2008

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Zentralblatt MATH identifier

Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces) 60G55: Point processes

Markov chain Determinantal point process


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.

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