论马尔可夫交织关系与原始条件作用

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Theoretical Probability Pub Date : 2023-11-16 DOI:10.1007/s10959-023-01301-5

Marc Arnaudon, Koléhè Coulibaly-Pasquier, Laurent Miclo

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引用次数: 0

摘要

给定两个有限马尔可夫链之间的缠结关系，我们研究了如何通过条件作用使原马尔可夫链停留在一个固有子集中来变换它。提出了一个关于底层链路核的自然假设。三个经典的例子:离散的皮特曼、从上到下的随机洗牌和吸收的生死链交织可以作为例证。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On Markov Intertwining Relations and Primal Conditioning

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.

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.