relation: https://publications.ut-capitole.fr/id/eprint/48677/
title: On Markov intertwining relations and primal conditioning
creator: Arnaudon, Marc
creator: Coulibaly-Pasquier, Abdoulaye Koléhè
creator: Miclo, Laurent
subject: B- ECONOMIE ET FINANCE
description: 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
publisher: TSE Working Paper
date: 2024-02
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://publications.ut-capitole.fr/id/eprint/48677/1/wp_tse_1509.pdf
identifier:   Arnaudon, Marc <https://www.idref.fr/101890125>, Coulibaly-Pasquier, Abdoulaye Koléhè <https://www.idref.fr/14299927X> and Miclo, Laurent <https://www.idref.fr/057258279>  (2024) On Markov intertwining relations and primal conditioning.  TSE Working Paper, n. 24-1509, Toulouse     
relation: http://tse-fr.eu/pub/129123
language: en