Strong stationary duality for diffusion processes

DOI10.1007/s10959-015-0612-1zbMath1386.60272arXiv1402.5706OpenAlexW1607224817MaRDI QIDQ501820

James Allen Fill, Vince Lyzinski

Publication date: 10 January 2017

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.5706

zbMATH Keywords

Markov chainscutoff phenomenonseparationone-dimensional diffusion processesstrong stationary duality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (6)

Antiduality and Möbius monotonicity: generalized coupon collector problem ⋮ SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES ⋮ On the construction of measure-valued dual processes ⋮ Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds ⋮ Interlacing Diffusions ⋮ Existence condition of strong stationary times for continuous time Markov chains on discrete graphs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparison inequalities and fastest-mixing Markov chains
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Strong stationary times via a new form of duality
• Coincidence properties of birth and death processes
• On times to quasi-stationarity for birth and death processes
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• Separation cut-offs for birth and death chains
• Dual processes and their application to infinite interacting systems
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Stochastic processes. A survey of the mathematical theory
• An interruptible algorithm for perfect sampling via Markov chains
• Strong stationary times for one-dimensional diffusions
• Eigenvalue expansions for diffusion hitting times
• On some infinite series involving the zeros of Bessel functions of the first kind
• Markov functions

This page was built for publication: Strong stationary duality for diffusion processes