Partially exchangeable Markov chains and characterisation of multitype Lambda-coalescents
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866912693993078784 |
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| author | Casanova, Adrián González Kurt, Noemi Morales, Imanol Nuñez Pérez, José Luis |
| author_facet | Casanova, Adrián González Kurt, Noemi Morales, Imanol Nuñez Pérez, José Luis |
| contents | In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of particles. As a consequence, we find a characterisation of multitype Lambda-coalescents with multiple switches. Moreover, we provide convergence and duality results for the corresponding process of limiting relative frequencies that we call the de Finetti measure process, and discuss a number of examples from the recent literature. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_05435 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Partially exchangeable Markov chains and characterisation of multitype Lambda-coalescents Casanova, Adrián González Kurt, Noemi Morales, Imanol Nuñez Pérez, José Luis Probability 60J27 (Primary) 60J90, 60G09, 60K35 (Secondary) In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of particles. As a consequence, we find a characterisation of multitype Lambda-coalescents with multiple switches. Moreover, we provide convergence and duality results for the corresponding process of limiting relative frequencies that we call the de Finetti measure process, and discuss a number of examples from the recent literature. |
| title | Partially exchangeable Markov chains and characterisation of multitype Lambda-coalescents |
| topic | Probability 60J27 (Primary) 60J90, 60G09, 60K35 (Secondary) |
| url | https://arxiv.org/abs/2511.05435 |