On Markov intertwining relations and primal conditioning

DOI10.1007/S10959-023-01301-5MaRDI QIDQ6592145FDOQ6592145

Authors: Marc Arnaudon, Koléhè A. Coulibaly-Pasquier, Laurent Miclo 

Publication date: 24 August 2024

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

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zbMATH Keywords

strong stationary timestop-to-random shuffleDoob transformbirth-and-death Markov chainsalgebraic and probabilistic Markov intertwining relationsdiscrete Pitman intertwiningsubset conditioning

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Cites Work

• Shuffling Cards and Stopping Times
• On absorption times and Dirichlet eigenvalues
• Strong stationary times via a new form of duality
• Quasi-stationary distributions. Markov chains, diffusions and dynamical systems.
• Markov functions
• 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
• Title not available (Why is that?)
• On hitting times and fastest strong stationary times for skip-free and more general chains
• One-dimensional Brownian motion and the three-dimensional Bessel process
• On functions which preserve the class of Stieltjes matrices
• On a family of isospectral pure-birth processes

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