Duality and intertwining for discrete Markov kernels: relations and examples
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Publication:3021245
DOI10.1239/aap/1308662487zbMath1225.60127arXiv0907.0840OpenAlexW2963395715MaRDI QIDQ3021245
Servet Martínez, Thierry E. Huillet
Publication date: 22 July 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.0840
dualityintertwiningMoran modelbirth-and-death chaingeneralized ultrametric matrixsharp dualsharp strong stationaritySiegmund dual
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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