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Lumpings of Algebraic Markov Chains Arise from Subquotients

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  • C. Y. Amy Pang

    (Université du Québec à Montréal
    Hong Kong Baptist University)

Abstract

A function on the state space of a Markov chain is a “lumping” if observing only the function values gives a Markov chain. We give very general conditions for lumpings of a large class of algebraically defined Markov chains, which include random walks on groups and other common constructions. We specialise these criteria to the case of descent operator chains from combinatorial Hopf algebras, and, as an example, construct a “top-to-random-with-standardisation” chain on permutations that lumps to a popular restriction-then-induction chain on partitions, using the fact that the algebra of symmetric functions is a subquotient of the Malvenuto–Reutenauer algebra.

Suggested Citation

  • C. Y. Amy Pang, 2019. "Lumpings of Algebraic Markov Chains Arise from Subquotients," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1804-1844, December.
    • Handle: RePEc:spr:jotpro:v:32:y:2019:i:4:d:10.1007_s10959-018-0834-0
    DOI: 10.1007/s10959-018-0834-0
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    References listed on IDEAS

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    1. Richard Durrett & Boris L. Granovsky & Shay Gueron, 1999. "The Equilibrium Behavior of Reversible Coagulation-Fragmentation Processes," Journal of Theoretical Probability, Springer, vol. 12(2), pages 447-474, April.
    2. Kenneth S. Brown, 2000. "Semigroups, Rings, and Markov Chains," Journal of Theoretical Probability, Springer, vol. 13(3), pages 871-938, July.
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