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  - 
TY  - INPR
A1  - Roelly, Sylvie
A1  - Fradon, Myriam
T1  - Infinite system of Brownian balls : equilibrium measures are canonical Gibbs
N2  - We consider a system of infinitely many hard balls in R<sup>d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.
KW  - Stochastic Differential Equation
KW  - hard core potential
KW  - Canonical Gibbs measure
KW  - detailed balance equation
KW  - reversible measure
Y1  - 2006
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-6720
ER  -