On Markov intertwining relations and primal conditioning
Idioma
en
Article de revue
Este ítem está publicado en
Journal of Theoretical Probability. 2023
Springer
Fecha de defensa
2023Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
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