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Journal Articles Electronic Journal of Probability Year : 2019

Doeblin trees

Abstract

This paper is centered on the random graph generated by a Doeblin-type coupling of discrete time processes on a countable state space whereby when two paths meet, they merge. This random graph is studied through a novel subgraph, called a bridge graph, generated by paths started in a fixed state at any time. The bridge graph is made into a unimodular network by marking it and selecting a root in a specified fashion. The unimodularity of this network is leveraged to discern global properties of the larger Doeblin graph. Bi-recurrence, i.e., recurrence both forwards and backwards in time, is introduced and shown to be a key property in uniquely distinguishing paths in the Doeblin graph, and also a decisive property for Markov chains indexed by Z. Properties related to simulating the bridge graph are also studied.

Dates and versions

hal-02415283 , version 1 (17-12-2019)

Identifiers

Cite

François Baccelli, Mir-Omid Haji-Mirsadeghi, James T. Murphy. Doeblin trees. Electronic Journal of Probability, 2019, 24, ⟨10.1214/19-EJP375⟩. ⟨hal-02415283⟩
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