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Monotonicity and complete monotonicity for continuous-time Markov chains

  • 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

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Author:Paolo Dai Pra, Pierre-Yves Louis, Ida Minelli
Document Type:Article
Year of first Publication:2006
Year of Completion:2006
Release Date:2017/03/24
Source:Comptes Rendus Mathematique. - ISSN 1631-073X. - 342 (2006), 12, S. 965 - 970
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik