TY  - GEN
A1  - Dai Pra, Paolo
A1  - Louis, Pierre-Yves
A1  - Minelli, Ida
T1  - Monotonicity and complete monotonicity for continuous-time Markov chains
N2  - We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.
N2  - Nous étudions les notions de monotonie et de monotonie complète pour les processus de Markov (ou chaînes de Markov à temps continu) prenant leurs valeurs dans un espace partiellement ordonné. Ces deux notions ne sont pas équivalentes, comme c'est le cas lorsque le temps est discret. Cependant, nous établissons que pour certains ensembles partiellement ordonnés, l'équivalence a lieu en temps continu bien que n'étant pas vraie en temps discret.
KW  - Stochastik
KW  - continuous time Markov Chains
KW  - poset
KW  - monotonicity
KW  - coupling
Y1  - 2006
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-7665
ER  - 
TY  - INPR
A1  - Pra, Paolo Dai
A1  - Louis, Pierre-Yves
A1  - Minelli, Ida G.
T1  - Complete monotone coupling for Markov processes
N2  - We formalize and analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuoustime but not in discrete-time.
T3  - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 01 
KW  - Markov processes
KW  - coupling
KW  - partial ordering
KW  - monotonicity conditions
KW  - monotone random
KW  - dynamical system representation
Y1  - 2008
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-18286
ER  -