On Markov Intertwining Relations and Primal Conditioning

被引：0

作者：

Arnaudon, Marc ^{[1
]}

Coulibaly-Pasquier, Kolehe ^{[2
,3
]}

Miclo, Laurent ^{[4
]}

机构：

[1] Univ Bordeaux, Inst Math Bordeaux, CNRS, Bordeaux INP,IMB, F-33400 Talence, France

[2] Univ Lorraine, Inst Elie Cartan Lorraine, Nancy, France

[3] CNRS, Nancy, France

[4] Inst Math Toulouse 1, Toulouse Sch Econ, Esplanade Univ, F-31080 Toulouse 06, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2024年 / 37卷 / 03期

关键词：

Algebraic and probabilistic Markov intertwining relations; Subset conditioning; Doob transform; Discrete Pitman intertwining; Top-to-random shuffle; Birth-and-death Markov chains; Strong stationary times; STRONG STATIONARY TIMES;

D O I：

10.1007/s10959-023-01301-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Given an intertwining relation between two finite Markov chains, we investigate how it can be transformed by conditioning the primal Markov chain to stay in a proper subset. A natural assumption on the underlying link kernel is put forward. The three classical examples of discrete Pitman, top-to-random shuffle and absorbed birth-and-death chain intertwinings serve as illustrations.

引用

页码：2425 / 2456

页数：32

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