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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
Author details: | Paolo Dai Pra, Pierre-Yves Louis, Ida Minelli |
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URL: | http://www.elsevier.com/locate/issn/1631073X |
DOI: | https://doi.org/10.1016/j.crma.2006.04.007 |
ISSN: | 1631-073X |
Publication type: | Article |
Language: | English |
Year of first publication: | 2006 |
Publication year: | 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 |