Abstract:
Let X and Y be Markov processes with finite state spaces S and R and generators G and H, respectively. We say that X and Y are intertwined if there exists a probability kernel K from R to S such that HK=KG. We will show that if two Markov processes are both dual to some Markov process, then a special intertwining relation called thinning can be constructed. We will then provide some applications of thinning and duality relations.
Biography:
Jinjiong Yu is currently a Postdoctoral Fellow at NYU Shanghai. He obtained his Ph.D. in 2017 from National University of Singapore under the supervision of Prof. Rongfeng Sun. His research interests lie in interacting particle systems and statistical mechanics.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai