A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits

DOI10.1239/jap/1402578642zbMath1297.60046arXiv1212.4975OpenAlexW2051172865MaRDI QIDQ5169743

Shaun McKinlay

Publication date: 11 July 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4975

zbMATH Keywords

Markov chainDirichlet distributionlimit distributionproducts of random matricesrandom exchange modelrandom nested simplicesservice networks with polling

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Related Items (3)

On beta distributed limits of iterated linear random functions ⋮ Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products ⋮ On explicit form of the stationary distributions for a class of bounded Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Use of moments in distribution theory: A multivariate case
• Explicit stationary distributions for compositions of random functions and products of random matrices
• Infinite products of random matrices and repeated interaction dynamics
• Algebraic properties of beta and gamma distributions, and applications
• A transient random walk on stochastic matrices with Dirichlet distributions
• Topics in products of random matrices
• Random motions, classes of ergodic Markov chains and beta distributions
• Donkey walk and Dirichlet distributions
• Stochastic give-and-take
• Products of independent identically distributed stochastic matrices
• Limit theorems for non-commutative operators. I
• Product of Random Stochastic Matrices and Distributed Averaging
• Dirichlet and Related Distributions
• Convergence in distribution of products of random matrices
• Products of 2 × 2 stochastic matrices with random entries
• Generalized potlatch and smoothing processes
• Ergodic theorems for coupled random walks and other systems with locally interacting components
• Random nested tetrahedra
• Products of Random Matrices
• A Characterization of the Gamma Distribution

This page was built for publication: A Characterisation of Transient Random Walks on Stochastic Matrices with Dirichlet Distributed Limits