On Markov intertwining relations and primal conditioning

Résumé

Given an intertwining relation between two finite Markov chains, we investigate how it can be transformed by conditioning the primal Markov chain to stay in a proper subset. A natural assumption on the underlying link kernel is put forward. The three classical examples of discrete Pitman, top-to- random shuffle and absorbed birth-and-death chain intertwinings serve as illustrations

Remplacé par

Marc Arnaudon, Koléhè Coulibaly-Pasquier et Laurent Miclo, « On Markov intertwining relations and primal conditioning », Journal of Theoretical Probability, 2024, à paraître.

Référence

Marc Arnaudon, Koléhè Coulibaly-Pasquier et Laurent Miclo, « On Markov intertwining relations and primal conditioning », TSE Working Paper, n° 24-1509, février 2024.