Reversible Markov kernels and involutions on product spaces

DOI10.30757/ALEA.V21-62MaRDI QIDQ6634820zbMATH OpenFDO

Authors Mauro Piccioni, Jacek Wesołowski

Publication date 8 November 2024

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.30757/ALEA.V21-62

zbMATH Keywords

Burke's propertyindependence preserving mapsinvolutionsreversible Markov chains

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Information geometry of reversible Markov chains
• Markov functions
• An operation which inverts Bernoulli multiplication and associated stationary reversible Markov processes
• An involution inequality for the Kullback-Leibler divergence
• On independence of Markov kernels and a generalization of two theorems of Basu

Cites work

• About an extension of the Matsumoto-Yor property
• An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws
• An independence property for the product of GIG and gamma laws
• Characterizing stationary \(1+1\) dimensional lattice polymer models
• Constancy of regressions for beta distributions
• Dirichlet and quasi-Bernoulli laws for perpetuities
• scientific article; zbMATH DE number 3975284 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• Independence characterization for Wishart and Kummer random matrices
• Iterated Random Functions
• Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices
• Remarks on a Multivariate Transformation
• Scaling for a one-dimensional directed polymer with boundary conditions
• The M/M/1 queue is Bernoulli
• Yang-Baxter maps and independence preserving property

This page was built for publication: Reversible Markov kernels and involutions on product spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6634820)