Loop-free Markov chains as determinantal point processes
arXiv:math/0605168 · doi:10.1214/07-AIHP115
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.
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)