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June 2011 Duality and intertwining for discrete Markov kernels: relations and examples
Thierry Huillet, Servet Martinez
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Adv. in Appl. Probab. 43(2): 437-460 (June 2011).

Abstract

We supply some relations that establish intertwining from duality and give a probabilistic interpretation. This is carried out in the context of discrete Markov chains, fixing up the background of previous relations established for monotone chains and their Siegmund duals. We revisit the duality for birth-and-death chains and the nonneutral Moran model, and we also explore the duality relations in an ultrametric-type dual that extends the Siegmund kernel. Finally, we discuss the sharp dual, following closely the Diaconis-Fill study.

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Thierry Huillet. Servet Martinez. "Duality and intertwining for discrete Markov kernels: relations and examples." Adv. in Appl. Probab. 43 (2) 437 - 460, June 2011.

Information

Published: June 2011
First available in Project Euclid: 21 June 2011

zbMATH: 1225.60127
MathSciNet: MR2848385

Subjects:
Primary: 60J10, 60J70, 60J80

Rights: Copyright © 2011 Applied Probability Trust

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Vol.43 • No. 2 • June 2011
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