On the Markovian similarity
Résumé
Two finite Markov generators $L$ and $\widetilde L$ are said to be intertwined if there exists a Markov kernel $\Lambda$ such that
$L\Lambda=\Lambda\widetilde L$.
The goal of this paper is to investigate the equivalence relation between finite Markov generators obtained by imposing mutual
intertwinings through invertible Markov kernels, in particular its links with the traditional similarity relation.
Some consequences on the comparison of speeds of convergence to equilibrium for finite irreducible Markov processes are deduced.
The situation of infinite state spaces is also quickly mentioned, by showing that the Laplacians of isospectral compact Riemannian manifolds are weakly Markov-similar.
Origine : Fichiers produits par l'(les) auteur(s)
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