Duality and Intertwining
Автор: Institute for Mathematical Sciences
Загружено: 2024-08-14
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Описание:
IMS Distinguished Visitor Lecture Series
An Introduction to Intertwining via Strong Stationary Duality
Lecture 2: Duality and Intertwining
Persi Diaconis
Stanford University, USA
All of the examples we know have the following features: A natural Markov chain is studied by finding a second process embedded in it. When the embedded process hit's a certain point, the original process is in stationarity. Can this always be done? What good is this 'duality'. I will introduce basic constructions in a 'hands on' elementary manner, introducing the basic intertwining relation ' Pi P = Lambda P'. This links to other dualities; time reversal and Siegmund duality used before. various extensions, set and measure valued duals will be described.
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