Author:
Huillet Thierry,Martinez Servet
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.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
7 articles.
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