Truncation in Duality and Intertwining Kernels

MaRDI QIDQ5124157zbMATH OpenFDO

Authors Servet Martínez, Thierry E. Huillet

Publication date 17 September 2020

Full work available at URL https://arxiv.org/abs/1911.01415, http://math-mprf.org/journal/articles/id1580/

zbMATH Keywords

dualityintertwiningPollak-Siegmund relationsharp dualsharp strong stationary timeSiegmund dualtruncation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We study properties of truncations in the dual and intertwining process in the monotone case. The main properties are stated for the time-reversed process and the time of absorption of the truncated intertwining process.

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