Tools
Tools
Arnaudon, Marc
, Coulibaly-Pasquier, Abdoulaye Koléhè and Miclo, Laurent
(2024)
On Markov intertwining relations and primal conditioning.
TSE Working Paper, n. 24-1509, Toulouse
Preview |
Text
Download (494kB) | Preview |
Official URL : http://tse-fr.eu/pub/129123
Abstract
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
| Item Type: | Monograph (Working Paper) |
|---|---|
| Language: | English |
| Date: | February 2024 |
| Place of Publication: | Toulouse |
| Subjects: | B- ECONOMIE ET FINANCE |
| Divisions: | TSE-R (Toulouse) |
| Institution: | Université Toulouse Capitole |
| Site: | UT1 |
| Date Deposited: | 22 Feb 2024 09:46 |
| Last Modified: | 04 Nov 2024 13:25 |
| OAI Identifier: | oai:tse-fr.eu:129123 |
| URI: | https://publications.ut-capitole.fr/id/eprint/48677 |
