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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorARNAUDON, Marc
hal.structure.identifierInstitut Élie Cartan de Lorraine [IECL]
dc.contributor.authorCOULIBALY-PASQUIER, Koléhè
hal.structure.identifierInstitut de Mathématiques de Toulouse UMR5219 [IMT]
dc.contributor.authorMICLO, Laurent
dc.date2023
dc.date.accessioned2024-04-04T02:33:45Z
dc.date.available2024-04-04T02:33:45Z
dc.date.created2023-07-05
dc.date.issued2023
dc.identifier.issn0894-9840
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/190504
dc.description.abstractEnGiven 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-torandom shuffle and absorbed birth-and-death chain intertwinings serve as illustrations.
dc.language.isoen
dc.publisherSpringer
dc.subject.enAlgebraic and probabilistic Markov intertwining relations
dc.subject.ensubset conditioning
dc.subject.enDoob transform
dc.subject.endiscrete Pitman intertwining
dc.subject.entop-to-random shuffle
dc.subject.enbirth-and-death Markov chains
dc.subject.enstrong stationary times
dc.title.enOn Markov intertwining relations and primal conditioning
dc.typeArticle de revue
dc.identifier.doi10.1007/s10959-023-01301-5
dc.subject.halMathématiques [math]
bordeaux.journalJournal of Theoretical Probability
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-04152220
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-04152220v1
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