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Loop-free Markov chains as determinantal point processes

Alexei Borodin
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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.

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Alexei Borodin. 2008-04-10. Loop-free Markov chains as determinantal point processes. https://doi.org/10.1214/07-aihp115

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