Beta-gamma random variables and intertwining relations between certain Markov processes | Zendy

Philippe Carmona | Zendy; Frédérique Petit | Zendy; Marc Yor | Zendy

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Beta-gamma random variables and intertwining relations between certain Markov processes

Author(s) -

Philippe Carmona,

Frédérique Petit,

Marc Yor

Publication year - 1998

Publication title -

revista matemática iberoamericana

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.569

H-Index - 52

eISSN - 2235-0616

pISSN - 0213-2230

DOI - 10.4171/rmi/241

Subject(s) - mathematics , markov chain , kernel (algebra) , beta (programming language) , markov kernel , markov process , markov renewal process , relation (database) , markov model , pure mathematics , discrete mathematics , variable order markov model , combinatorics , statistics , data mining , computer science , programming language

In this paper, we study particular examples of the intertwining relationQt? = ?Ptbetween two Markov semi-groups (Pt, t = 0) defined respectively on (E,e) and (F,F), via the Markov kernel?: (E,e) ? (F,F).

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