Lumpings of Algebraic Markov Chains Arise from Subquotients

C. Y. Amy Pang ()
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C. Y. Amy Pang: Université du Québec à Montréal

Journal of Theoretical Probability, 2019, vol. 32, issue 4, 1804-1844

Abstract: 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.

Keywords: Markov chain; Random walks on groups; Card shuffling; Combinatorial Hopf algebras; 60J10; 16T30; 05E05 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1007/s10959-018-0834-0

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