Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes

zbMath1303.60065arXiv1208.3358MaRDI QIDQ2860794

Peggy Cénac, Pierre Vallois, Brigitte Chauvin, Samuel Herrmann

Publication date: 11 November 2013

Full work available at URL: https://arxiv.org/abs/1208.3358

zbMATH Keywords

piecewise deterministic Markov processessemi Markov processespersistent random walkvariable length Markov chainvariable memoryintegrated telegraph noise

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Phase transitions in persistent and run-and-tumble walks ⋮ Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain ⋮ Probability and algorithmics: a focus on some recent developments ⋮ Persistent random walks. II. Functional scaling limits ⋮ Persistent random walks. I. Recurrence versus transience ⋮ Variable length memory chains: characterization of stationary probability measures ⋮ Recurrence of multidimensional persistent random walks. Fourier and series criteria

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