Virtual Markov chains

DOI10.53733/147MaRDI QIDQ3380365zbMATH OpenOpenAlexFDO

Authors

Publication date 28 September 2021

Published in New Zealand Journal of Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2107.14268

zbMATH Keywords

balayagecompact convex space of measurescontinuous-time Markov processextreme pointsinverse limitprojective limitvirtual permutation

Mathematics Subject Classification ID

Convex sets in topological linear spaces; Choquet theory (46A55) Inductive and projective limits in functional analysis (46M40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: We introduce the space of virtual Markov chains (VMCs) as a projective limit of the spaces of all finite state space Markov chains (MCs), in the same way that the space of virtual permutations is the projective limit of the spaces of all permutations of finite sets. We introduce the notions of virtual initial distribution (VID) and a virtual transition matrix (VTM), and we show that the law of any VMC is uniquely characterized by a pair of a VID and VTM which have to satisfy a certain compatibility condition. Lastly, we study various properties of compact convex sets associated to the theory of VMCs, including that the Birkhoff-von Neumann theorem fails in the virtual setting.

Recommendations

• Variable length memory chains: characterization of stationary probability measures
• On mixtures of distributions of Markov chains.
• A Unitary Extension of Virtual Permutations
• On the theory of Markov set-chains
• The long-run behavior of Markov chains

Cites work

• A new approach to representation theory of symmetric groups
• A Unitary Extension of Virtual Permutations
• Disjointness of representations arising in harmonic analysis on the infinite-dimensional unitary group
• Distribution of cycle lengths of inifinite permutations
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 247174 (Why is no real title available?)
• Markov Sets.
• Random surface growth with a wall and Plancherel measures for O ( )
• Spherically symmetric random permutations
• Stick breaking process generated by virtual permutations with Ewens distribution
• The inverse balayage problem for Markov chains
• The inverse balayage problem for Markov chains, part II
• Z-measures on partitions related to the infinite Gelfand pair \((S(2\infty ),H(\infty ))\)

This page was built for publication: Virtual Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3380365)