Abstract
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
Replaced by
Marc Arnaudon, Koléhè Coulibaly-Pasquier, and Laurent Miclo, “On Markov intertwining relations and primal conditioning”, Journal of Theoretical Probability, 2024, forthcoming.
Reference
Marc Arnaudon, Koléhè Coulibaly-Pasquier, and Laurent Miclo, “On Markov intertwining relations and primal conditioning”, TSE Working Paper, n. 24-1509, February 2024.
See also
Published in
TSE Working Paper, n. 24-1509, February 2024