On Markov intertwining relations and primal conditioning
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | ARNAUDON, Marc | |
hal.structure.identifier | Institut Élie Cartan de Lorraine [IECL] | |
dc.contributor.author | COULIBALY-PASQUIER, Koléhè | |
hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
dc.contributor.author | MICLO, Laurent | |
dc.date | 2023 | |
dc.date.accessioned | 2024-04-04T02:33:45Z | |
dc.date.available | 2024-04-04T02:33:45Z | |
dc.date.created | 2023-07-05 | |
dc.date.issued | 2023 | |
dc.identifier.issn | 0894-9840 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190504 | |
dc.description.abstractEn | 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-torandom shuffle and absorbed birth-and-death chain intertwinings serve as illustrations. | |
dc.language.iso | en | |
dc.publisher | Springer | |
dc.subject.en | Algebraic and probabilistic Markov intertwining relations | |
dc.subject.en | subset conditioning | |
dc.subject.en | Doob transform | |
dc.subject.en | discrete Pitman intertwining | |
dc.subject.en | top-to-random shuffle | |
dc.subject.en | birth-and-death Markov chains | |
dc.subject.en | strong stationary times | |
dc.title.en | On Markov intertwining relations and primal conditioning | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1007/s10959-023-01301-5 | |
dc.subject.hal | Mathématiques [math] | |
bordeaux.journal | Journal of Theoretical Probability | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-04152220 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-04152220v1 | |
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