On Markov intertwining relations and primal conditioning
Langue
en
Article de revue
Ce document a été publié dans
Journal of Theoretical Probability. 2023
Springer
Date de soutenance
2023Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
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