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.
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页码：2425 / 2456
页数：32
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